Estimates for the L\'evy--Prohorov distance
Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 2, pp. 406-410
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Estimates, analogous to the Esseen inequality, are given for the Lévy–Prohorov distance between distributions in arbitrary finite-dimensional normed spaces. These results are obtained under the assumption that the distributions in question have sufficiently smooth characteristic functions.
@article{TVP_1976_21_2_a18,
author = {V. A. Abramov},
title = {Estimates for the {L\'evy--Prohorov} distance},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {406--410},
publisher = {mathdoc},
volume = {21},
number = {2},
year = {1976},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1976_21_2_a18/}
}
V. A. Abramov. Estimates for the L\'evy--Prohorov distance. Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 2, pp. 406-410. http://geodesic.mathdoc.fr/item/TVP_1976_21_2_a18/