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On Error Bounds for Approximations to Multivariate Distributions II

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  • Sundt, Bjørn
  • Vernic, Raluca

Abstract

In the present paper, we study error bounds for approximations to multivariate distributions. In particular, we discuss some general versions of compound multivariate distributions and look at distributions of dependent random variables constructed by linear transforms of independent random variables or vectors. Special attention is paid to the case when the support of the original distribution is restricted. We also look at some applications with multivariate Bernoulli distributions.

Suggested Citation

  • Sundt, Bjørn & Vernic, Raluca, 2002. "On Error Bounds for Approximations to Multivariate Distributions II," ASTIN Bulletin, Cambridge University Press, vol. 32(1), pages 57-69, May.
    • Handle: RePEc:cup:astinb:v:32:y:2002:i:01:p:57-69_01
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