@article{chernozhukov:hal-03391975, TITLE = {{Monge-Kantorovich Depth, Quantiles, Ranks, and Signs}}, AUTHOR = {Chernozhukov, Victor and Galichon, Alfred and Hallin, Marc and Henry, Marc}, URL = {https://sciencespo.hal.science/hal-03391975}, JOURNAL = {{Annals of Statistics}}, HAL_LOCAL_REFERENCE = {2441/6no1u8c7jl8pqpcudqn9e5flms}, PUBLISHER = {{Institute of Mathematical Statistics}}, VOLUME = {45}, NUMBER = {1}, PAGES = {223 - 256}, YEAR = {2017}, DOI = {10.1214/16-AOS1450}, KEYWORDS = {statistical depth ; quantiles ; ranks ; signs}, PDF = {https://sciencespo.hal.science/hal-03391975/file/2017-chernozhukov-galichon-et-alii-monge-kantorovich-depth-quantiles-ranks-and-signs.pdf}, HAL_ID = {hal-03391975}, HAL_VERSION = {v1}, }