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On the Levy-Prohorov distance between counting processes

✍ Scribed by Martti Nikunen; Esko Valkeila

Book ID
111712087
Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
58 KB
Volume
26
Category
Article
ISSN
0304-4149

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πŸ“œ SIMILAR VOLUMES

Explicit bounds on Levy–Prohorov distanc
Explicit bounds on Levy–Prohorov distance for a class of multidimensional distribution functions
✍ Isha Dewan; B.L.S.Prakasa Rao πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 144 KB

Let F(x1; : : : ; x k ) and G(x1; : : : ; x k ) = FX 1 (x1) : : : FX k (x k ), where FX i (xi); 16i6k, are the one-dimensional marginal distributions of F, be two distribution functions on R k . Here, we obtain explicit bounds for the Levy-Prohorov distance between F and G using some general results