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most citedTikhonov Regularization is Optimal Transport Robust under Martingale Constraints

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math.ST2024

Wasserstein Projection Tests: Higher-Order Asymptotics and Connections to Empirical Likelihood

Sirui Lin, Jose Blanchet, Peter Glynn +1

Tests of moment restrictions can be constructed by projecting the empirical distribution onto the set of laws satisfying the null. Wasserstein projection (WP) performs this project…