Variational Inequalities for Arbitrary Multivariate Distributions

N. Papadatos and V. Papathanasiou

Journal of Multivariate Analysis, 1998, vol. 67, issue 2, 154-168

Abstract: Upper bounds for the total variation distance between two arbitrary multivariate distributions are obtained in terms of the correspondingw-functions. The results extend some previous inequalities satisfied by the normal distribution. Some examples are also given.

Keywords: Total variation distance; multivariate distributions; w-functions (search for similar items in EconPapers)
Date: 1998
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