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$L^p$-barycenters via continuous selectors

Let $\mathbb{P}$ be a Borel probability measure on $\mathbb{R}^n$ with $\int_{x \in \mathbb{R}^n} \|x\|^p\mathbb{P}(dx)<\infty$. For which $p\in [1,\infty)$ (other than $p=2$) is the following ...