Multivariate variational inequalities are obtained in terms of the w-functions and the trace of a Fisher-type information matrix. In consequence of these inequalities, the multivariate central limit theorem arises in the sense of the total variation.
Variational Inequalities for Arbitrary Multivariate Distributions
โ Scribed by N. Papadatos; V. Papathanasiou
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 276 KB
- Volume
- 67
- Category
- Article
- ISSN
- 0047-259X
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โฆ Synopsis
Upper bounds for the total variation distance between two arbitrary multivariate distributions are obtained in terms of the corresponding w-functions. The results extend some previous inequalities satisfied by the normal distribution. Some examples are also given.
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