Piecewise linear approximation of empirical distributions under a Wasserstein distance constraint
Metadata only
Date
2018-11Type
- Journal Article
Publication status
publishedExternal links
Journal / series
Journal of Statistical Computation and SimulationVolume
Pages / Article No.
Publisher
Taylor & FrancisSubject
Monte Carlo simulation; empirical distribution; piecewise linear approximation; Wasserstein distance; compressionOrganisational unit
02204 - RiskLab / RiskLab
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