Regularity of center-outward distribution functions in non-convex domains
For a probability in its center outward distribution function , introduced in V. Chernozhukov, A. Galichon, M. Hallin, and M. Henry (“Monge–Kantorovich depth, quantiles, ranks and signs,” , vol. 45, no. 1, pp. 223–256, 2017) and M. Hallin, E. del Barrio, J. Cuesta-Albertos, and C. Matrán (“Distribut...
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Veröffentlicht in: | Advanced nonlinear studies 2024-10, Vol.24 (4), p.880-894 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | For a probability
in
its center outward distribution function
, introduced in V. Chernozhukov, A. Galichon, M. Hallin, and M. Henry (“Monge–Kantorovich depth, quantiles, ranks and signs,”
, vol. 45, no. 1, pp. 223–256, 2017) and M. Hallin, E. del Barrio, J. Cuesta-Albertos, and C. Matrán (“Distribution and quantile functions, ranks and signs in dimension d: a measure transportation approach,”
, vol. 49, no. 2, pp. 1139–1165, 2021), is a new and successful concept of multivariate distribution function based on mass transportation theory. This work proves, for a probability
with density locally bounded away from zero and infinity in its support, the continuity of the center-outward map on the interior of the support of
and the continuity of its inverse, the quantile,
. This relaxes the convexity assumption in E. del Barrio, A. González-Sanz, and M. Hallin (“A note on the regularity of optimal-transport-based center-outward distribution and quantile functions,”
, vol. 180, p. 104671, 2020). Some important consequences of this continuity are Glivenko–Cantelli type theorems and characterisation of weak convergence by the stability of the center-outward map. |
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ISSN: | 2169-0375 2169-0375 |
DOI: | 10.1515/ans-2023-0140 |