Explicit bounds on Lévy-Prohorov distance for a class of multidimensional distribution functions

Let F(x1,...,xk) and G(x1,...,xk)=FX1(x1)...FXk(xk), where FXi(xi), 1[less-than-or-equals, slant]i[less-than-or-equals, slant]k, are the one-dimensional marginal distributions of F, be two distribution functions on . Here, we obtain explicit bounds for the Lévy-Prohorov distance between F and G using some general results due to Yurinskii (1975, Theory Probab. Appl. 20, 1-10).

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Year of publication:	2000
Authors:	Dewan, Isha ; Rao, B. L. S. Prakasa
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 48.2000, 2, p. 105-119
Publisher:	Elsevier
Keywords:	Multidimensional distribution functions Lévy-Prohorov distance Cumulants

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

Persistent link: https://www.econbiz.de/10005259351