Explicit bounds on Levy–Prohorov distance for a class of multidimensional distribution functions

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
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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