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

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.

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Year of publication:	2013
Authors:	Bobkov, Sergey G.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 7, p. 1644-1648
Publisher:	Elsevier
Subject:	Central limit theorem \| Berry–Esseen-type bounds \| Transport metrics

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

Persistent link: https://www.econbiz.de/10010665598