Approximation of distributions

Nacereddine Belili and Henri Heinich

Statistics & Probability Letters, 2006, vol. 76, issue 3, 298-303

Abstract: Let P be a Borel-probability on and let be a family of Borel-probabilities with finite second order moments. Under some conditions on , we prove that there exists a best approximation to P in for the Wasserstein distance.

Keywords: Best; approximation; Wasserstein; distance (search for similar items in EconPapers)
Date: 2006
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(05)00298-1
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:76:y:2006:i:3:p:298-303

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().