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A prelude to statistics arising from optimal transport theory

Author

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  • Hung T. Nguyen

Abstract

Purpose - This paper aims to offer a tutorial/introduction to new statistics arising from the theory of optimal transport to empirical researchers in econometrics and machine learning. Design/methodology/approach - Presenting in a tutorial/survey lecture style to help practitioners with the theoretical material. Findings - The tutorial survey of some main statistical tools (arising from optimal transport theory) should help practitioners to understand the theoretical background in order to conduct empirical research meaningfully. Originality/value - This study is an original presentation useful for new comers to the field.

Suggested Citation

  • Hung T. Nguyen, 2023. "A prelude to statistics arising from optimal transport theory," Asian Journal of Economics and Banking, Emerald Group Publishing Limited, vol. 7(2), pages 166-179, July.
    • Handle: RePEc:eme:ajebpp:ajeb-05-2023-0038
    DOI: 10.1108/AJEB-05-2023-0038
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    More about this item

    Keywords

    Multivariate quantiles; Optimal transport; Partial identification; Random sets; Wasserstein metrics; A23; B23; C40; C65; C83; 60-01; 62A01; 62H10;
    All these keywords.

    JEL classification:

    • A23 - General Economics and Teaching - - Economic Education and Teaching of Economics - - - Graduate
    • B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Econometrics; Quantitative and Mathematical Studies
    • C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
    • C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
    • C83 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Survey Methods; Sampling Methods

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