Esseen’s Inequality for Multi-Dimensional Distribution Functions

DOI10.1137/1122103zbMATH Open0395.60020OpenAlexW2022393187MaRDI QIDQ4178237FDOQ4178237

Authors: N. G. Gamkrelidze 

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1137/1122103

zbMATH Keywords

Characteristic FunctionsEsseen's Inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cited In (6)

• On the rate of convergence to bivariate stable laws
• Finite-sample inference with monotone incomplete multivariate normal data. I.
• Distribution of independent random vectors whose sum is approximately normal
• Some inequalities for strong mixing random variables with applications to density estimation
• Another Esseen-type inequality for multivariate probability density functions
• Higher dimensional quasi-power theorem and Berry-Esseen inequality

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