Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154091 | Statistics & Probability Letters | 2006 | 6 Pages |
Abstract
Let P be a Borel-probability on RdRd and let CC be a family of Borel-probabilities with finite second order moments. Under some conditions on CC, we prove that there exists a best approximation to P in CC for the Wasserstein distance.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Nacereddine Belili, Henri Heinich,