Prokhorov radius of a neighborhood of zero described by three moment constraints

DOI10.1023/A:1008393715273zbMath0966.60003OpenAlexW1510703688MaRDI QIDQ1579948

Tomasz Rychlik, George A. Anastassiou

Publication date: 12 August 2001

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008393715273

zbMATH Keywords

rate of convergenceweak convergenceProkhorov metricDirac measure at zero

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05)

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