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

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.

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Year of publication:	2004
Authors:	Mikami, Toshio
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 90.2004, 2, p. 257-268
Publisher:	Elsevier
Keywords:	Covariance kernel Central limit theorem Total variation distance

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005093791