Bounding Kolmogorov distances through Wasserstein and related integral probability metrics
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Publication:2685246
DOI10.1016/j.jmaa.2022.126985OpenAlexW4313594166MaRDI QIDQ2685246
Publication date: 20 February 2023
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.12087
approximationStein's methodinequalityKolmogorov distanceWasserstein distanceintegral probability metric
Probability distributions: general theory (60E05) Stochastic processes (60Gxx) Probability theory on algebraic and topological structures (60Bxx) Statistical distribution theory (62Exx)
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