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We estimate contrasts $\int_0 ^1 \rho(F^{-1}(u)-G^{-1}(u))du$ between two continuous distributions $F$ and $G$ on $\mathbb R$ such that the set $\{F=G\}$ is a finite union of intervals, possibly empty or $\mathbb{R}$.
Inequalities for E k ( X , Y ) Ek(X,Y) when the marginals are fixed
S. Cambanis, G. Simons, and W. Stout · 1976
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Convergence of integrals of uniform empirical and quantile processes
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Weak convergence of empirical wasserstein type distances
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A Central Limit Theorem for Wasserstein type distances between two different real distributions
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Central limit theorems for empirical transportation cost in general dimension
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