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Wasserstein-Confidence-Bands

Project ID: 14380

Directional Hadamard derivative of the Wasserstein distance for finite measures. See theorem 4 in #[1] Sommerfeld, Max & Munk, Axel. (2016). Inference for Empirical Wasserstein Distances on Finite Spaces. Journal of the Royal Statistical Society. Series B: Statistical Methodology. 10.1111/rssb.12236.