Dewan, Isha ; Prakasa Rao, B. L. S. (2000) Explicit bounds on Levy–Prohorov distance for a class of multidimensional distribution functions Statistics & Probability Letters, 48 (2). pp. 105-119. ISSN 0167-7152
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S01677...
Related URL: http://dx.doi.org/10.1016/S0167-7152(99)00179-0
Abstract
Let F(x1,…,xk) and G(x1,…,xk)=FX1(x1)…FXk, where FXi(xi), 1 ≤ i ≤ k, are the one-dimensional marginal distributions of F, be two distribution functions on Rk . Here, we obtain explicit bounds for the Levy–Prohorov distance between F and G using some general results due to Yurinskii (1975, Theory Probab. Appl. 20, 1–10).
Item Type: | Article |
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Source: | Copyright of this article belongs to Elsevier Science. |
Keywords: | Multidimensional Distribution Functions; Levy–Prohorov Distance; Cumulants |
ID Code: | 37510 |
Deposited On: | 26 Apr 2011 12:43 |
Last Modified: | 26 Apr 2011 12:43 |
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