KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL APPROXIMATION (Q5216998): Difference between revisions
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scientific article; zbMATH DE number 7171897
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL APPROXIMATION |
scientific article; zbMATH DE number 7171897 |
Statements
KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL APPROXIMATION (English)
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21 February 2020
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Malliavin calculus
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Kolmogorov distance
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Stein's method
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multidimensional normal approximation
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Wasserstein distance
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fractional Brownian motion
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