Explicit bounds on Lévy-Prohorov distance for a class of multidimensional distribution functions

Isha Dewan and B. L. S. Prakasa Rao

Statistics & Probability Letters, 2000, vol. 48, issue 2, 105-119

Abstract: Let F(x1,...,xk) and G(x1,...,xk)=FX1(x1)...FXk(xk), where FXi(xi), 1[less-than-or-equals, slant]i[less-than-or-equals, slant]k, are the one-dimensional marginal distributions of F, be two distribution functions on . Here, we obtain explicit bounds for the Lévy-Prohorov distance between F and G using some general results due to Yurinskii (1975, Theory Probab. Appl. 20, 1-10).

Keywords: Multidimensional; distribution; functions; Lévy-Prohorov; distance; Cumulants (search for similar items in EconPapers)
Date: 2000
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