Sums of Independent Random Vectors: Proximity Estimating

DOI10.1080/15326340600878081zbMATH Open1107.60022OpenAlexW2068567306MaRDI QIDQ3424142FDOQ3424142

Authors: Juan Ruiz de Chávez, Evgueni Gordienko 

Publication date: 15 February 2007

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326340600878081

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zbMATH Keywords

Fourier transformsums of independent random vectorsthe total variation metricZolotarev's metricproximity inequalitythe weighted variation

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

Cites Work

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• Uniform Estimates of the Rate of Convergence in the Multi-Dimensional Central Limit Theorem
• Normal approximation - some recent advances
• Estimates of stability of geometric convolutions
• On the accuracy of normal approximation for the densities of sums of independent identically distributed random variables
• On the Difference between the Distribution Functions of Two Random Sums of Independent Random Variables

Cited In (7)

• Comparing the distributions of sums of independent random vectors
• Title not available (Why is that?)
• Estimates for the closeness of successive convolutions of multidimensional symmetric distributions
• On proximity of distributions of successive sums with respect to the Prokhorov distance
• Title not available (Why is that?)
• Estimates for the variational distance between two sets of independent random variables
• Title not available (Why is that?)

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