Another Esseen-type inequality for multivariate probability density functions
type: Item
instance of: scholarly article
title: Another Esseen-type inequality for multivariate probability density functions
zbMATH Open document ID: 1017.60017
DOI: 10.1016/S0167-7152(02)00312-7
published in: Statistics \& Probability Letters
publication date: 2003-05-07T00:00:00Z
review text: An upper bound for the supremum of the absolute value of the difference of two multivariate probability density functions is obtained. The upper bound involves integrals of the absolute value of the difference of the corresponding characteristic functions. Results are similar to the work of \textit{N. G. Gamkrelidze} [Theory Probab. Appl. 22(1977), 877-880 (1978); translation from Teor. Veroyatn. Primen. 22, 897-900 (1977; Zbl 0395.60020)] on the Esseen's inequality for multidimensional distribution functions.
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 60E10
zbMATH DE Number: 1906995
zbMATH Keywords: Esseen-type inequality
zbMATH Keywords: multivariate probability density function
author: B. L. S. Prakasa Rao
reviewed by: N. G. Gamkrelidze
MaRDI profile type: Publication
cites work: Q5512461
cites work: Esseen’s Inequality for Multi-Dimensional Distribution Functions
cites work: Q3843987
cites work: An Esseen-type inequality for probability density functions, with an application
cites work: Q5601168
full work available at URL: s0167-7152(02)00312-7
OpenAlex ID: W2017612621
description: scientific article; zbMATH DE number 1906995