Variational Inequalities for Arbitrary Multivariate Distributions

Upper bounds for the total variation distance between two arbitrary multivariate distributions are obtained in terms of the correspondingw-functions. The results extend some previous inequalities satisfied by the normal distribution. Some examples are also given.

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Year of publication:	1998
Authors:	Papadatos, N. ; Papathanasiou, V.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 67.1998, 2, p. 154-168
Publisher:	Elsevier
Subject:	Total variation distance \| multivariate distributions \| w-functions

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

Persistent link: https://www.econbiz.de/10005153226