Prakasa Rao, B. L. S. (2002) Another Esseen-type inequality for multivariate probability density functions Statistics & Probability Letters, 60 (2). pp. 191-199. 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(02)00312-7
Abstract
An upper bound for the supremum of the absolute value of the difference of two multivariate probability density functions is obtained. The upper bound involves integrals of the absolute value of suitable transforms of the characteristic functions of the probability density functions. Results are similar to the work of Gamkrelidze (Theory Probab. Appl. 22 (1977) 877–880) on the Esseen's inequality for multidimensional distribution functions.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Esseen-type Inequality; Multivariate Probability Density Functions |
| ID Code: | 37655 |
| Deposited On: | 26 Apr 2011 12:45 |
| Last Modified: | 26 Apr 2011 12:45 |
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