An Estimate of the Lévy–Prokhorov Metric

DOI10.1137/1129009zbMath0554.60032OpenAlexW2041142023MaRDI QIDQ3217349

V. V. Senatov

Publication date: 1985

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1129009

zbMATH Keywords

rate of convergencemultivariate central limit theoremideal metricsLévy-Prokhorov metric

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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On the dependence of the Berry-Esseen bound on dimension ⋮ A strong invariance principle for positively or negatively associated random fields

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