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Total variation distance 1 multivariate distributions 1 w-functions 1
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Papadatos, N. 1 Papathanasiou, V. 1
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Journal of Multivariate Analysis 1
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Variational Inequalities for Arbitrary Multivariate Distributions
Papadatos, N.; Papathanasiou, V. - In: Journal of Multivariate Analysis 67 (1998) 2, pp. 154-168
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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