Bounding Kolmogorov distances through Wasserstein and related integral probability metrics

DOI10.1016/j.jmaa.2022.126985MaRDI QIDQ2685246

Robert E. Gaunt, Si-Qi Li

Publication date: 20 February 2023

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2201.12087

zbMATH Keywords

approximation; Stein's method; inequality; Kolmogorov distance; Wasserstein distance; integral probability metric

Mathematics Subject Classification ID

60E05: Probability distributions: general theory

60Gxx: Stochastic processes

60Bxx: Probability theory on algebraic and topological structures

62Exx: Statistical distribution theory

Uses Software

• DLMF