An estimate of the Levy–Prohorov metric
Teoriâ veroâtnostej i ee primeneniâ, Tome 29 (1984) no. 1, pp. 108-113
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An estimate of the Levy–Prohorov metric with respect to the class of convex sets in terms of ideal metrics is obtained. This estimate is applied to prove estimates of the rate of convergence in the multidimensional central limit theorem similar to those contained in [1], [5], [6].
@article{TVP_1984_29_1_a8,
author = {V. V. Senatov},
title = {An estimate of the {Levy{\textendash}Prohorov} metric},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {108--113},
year = {1984},
volume = {29},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1984_29_1_a8/}
}
V. V. Senatov. An estimate of the Levy–Prohorov metric. Teoriâ veroâtnostej i ee primeneniâ, Tome 29 (1984) no. 1, pp. 108-113. http://geodesic.mathdoc.fr/item/TVP_1984_29_1_a8/