Entropic approach to E. Rio’s central limit theorem for W2 transport distance

Sergey G. Bobkov

Statistics & Probability Letters, 2013, vol. 83, issue 7, 1644-1648

Abstract: The central limit theorem is considered with respect to the transport distance W2. We discuss an alternative approach to a result of E. Rio, based on a Berry–Esseen-type bound for the entropic distance to the normal distribution.

Keywords: Central limit theorem; Berry–Esseen-type bounds; Transport metrics (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1016/j.spl.2013.03.020

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