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

Toshio Mikami

Journal of Multivariate Analysis, 2004, vol. 90, issue 2, 257-268

Abstract: We modify and generalize the idea of covariance kernels for Borel probability measures on Rd, and study the relation between the central limit theorem in the total variation distance and the convergence of covariance kernels.

Keywords: Covariance; kernel; Central; limit; theorem; Total; variation; distance (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (1)

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