Multivariate goodness-of-fit tests based on Wasserstein distance - Hallin, Marc,Mordant, Gilles,Segers, Johan (ECARES, 2020)
2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/303372
Keywords: Graue Literatur; Copula; Elliptical distribution; Goodness-of-fit; Multivariate normality; Optimal transport; Semi-discrete problem; Skew-t distribution; Wasserstein distance