Sums of Independent Random Vectors: Proximity Estimating

DOI10.1080/15326340600878081zbMath1107.60022OpenAlexW2068567306MaRDI QIDQ3424142

Juan Ruiz de Chávez, Evgueni I. Gordienko

Publication date: 15 February 2007

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326340600878081

zbMATH Keywords

Fourier transformZolotarev's metricsums of independent random vectorsthe total variation metricproximity inequalitythe weighted variation

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

Cites Work

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• Normal approximation - some recent advances
• Estimates of stability of geometric convolutions
• On the Accuracy of Normal Approximation for the Densities of Sums of Independent Identically Distributed Random Variables
• On the Difference between the Distribution Functions of Two Random Sums of Independent Random Variables
• Uniform Estimates of the Rate of Convergence in the Multi-Dimensional Central Limit Theorem

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