Variational Inequalities for Arbitrary Multivariate Distributions
AbstractUpper bounds for the total variation distance between two arbitrary multivariate distributions are obtained in terms of the correspondingw-functions. The results extend some previous inequalities satisfied by the normal distribution. Some examples are also given.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 67 (1998)
Issue (Month): 2 (November)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Chou, Jine-Phone, 1988. "An identity for multidimensional continuous exponential families and its applications," Journal of Multivariate Analysis, Elsevier, vol. 24(1), pages 129-142, January.
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- Mikami, Toshio, 2004. "Covariance kernel and the central limit theorem in the total variation distance," Journal of Multivariate Analysis, Elsevier, vol. 90(2), pages 257-268, August.
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