Covariance kernel and the central limit theorem in the total variation distance

DOI10.1016/j.jmva.2003.08.001zbMath1060.60024OpenAlexW2024105718MaRDI QIDQ1882939

Toshio Mikami

Publication date: 1 October 2004

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2115/5881

zbMATH Keywords

Central limit theoremCovariance kernelTotal variation distance

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Related Items (1)

Stochastic optimal transport revisited

Cites Work

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• Equivalent conditions on the central limit theorem for a sequence of probability measures on \(\mathbb R\)
• Characterizations of distributions by variance bounds
• Lower variance bounds and a new proof of the central limit theorem
• Variational inequalities for arbitrary multivariate distributions
• Variational inequalities with examples and an application to the central limit theorem
• Multivariate variational inequalities and the central limit theorem
• Another Characterization of the Normal Law and a Proof of the Central Limit Theorem Connected with it

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