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Teoriya Veroyatnostei i ee Primeneniya, 1977, Volume 22, Issue 4, Pages 897–900 (Mi tvp3641)  

This article is cited in 5 scientific papers (total in 5 papers)

Short Communications

A multidimensional generalization of Esseen's inequality for distribution functions

N. G. Gamkrelidze

Tbilisi
Full-text PDF (492 kB) Citations (5)
Abstract: Let ξ and η be s-dimensional random vectors with distribution functions F(x), G(x) and characteristic functions f(t), g(t) respectively.
Theorem. {\it For arbitrary T>0,
supx|F(x)G(x)|2[1(2π)sTT|Δ(t)|dt+s1k=11(2π)ski(k)TT|Δi(k)(t)|dt]+ATC(s),
where
C(s)=24ln2π+8s1/3(2πln4/3)1/3,A=supxGx1++supxGxs
and Δ(t), Δi(k)(t) are defined by} (3), i(k)={i1,,ik} is an ordered sample from the sequence (1,,s).
Received: 12.08.1976
English version:
Theory of Probability and its Applications, 1978, Volume 22, Issue 4, Pages 877–880
DOI: https://doi.org/10.1137/1122103
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: N. G. Gamkrelidze, “A multidimensional generalization of Esseen's inequality for distribution functions”, Teor. Veroyatnost. i Primenen., 22:4 (1977), 897–900; Theory Probab. Appl., 22:4 (1978), 877–880
Citation in format AMSBIB
\Bibitem{Gam77}
\by N.~G.~Gamkrelidze
\paper A multidimensional generalization of Esseen's inequality for distribution functions
\jour Teor. Veroyatnost. i Primenen.
\yr 1977
\vol 22
\issue 4
\pages 897--900
\mathnet{http://mi.mathnet.ru/tvp3641}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=458538}
\zmath{https://zbmath.org/?q=an:0395.60020}
\transl
\jour Theory Probab. Appl.
\yr 1978
\vol 22
\issue 4
\pages 877--880
\crossref{https://doi.org/10.1137/1122103}
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  • https://www.mathnet.ru/eng/tvp3641
  • https://www.mathnet.ru/eng/tvp/v22/i4/p897
  • This publication is cited in the following 5 articles:
    1. N. G. Gamkrelidze, “Issledovaniya po reshetchatym raspredeleniyam teorii veroyatnostei”, Issledovaniya po reshetchatym raspredeleniyam teorii veroyatnostei, Itogi nauki i tekhn. Sovrem. mat. i ee pril. Temat. obz., 218, VINITI RAN, M., 2022, 3–66  mathnet  crossref  mathscinet
    2. Yongming Li, Shanchao Yang, Chengdong Wei, “Some inequalities for strong mixing random variables with applications to density estimation”, Statistics & Probability Letters, 81:2 (2011), 250  crossref
    3. Paulauskas V., “On the rate of convergence to bivariate stable laws”, Lithuanian Mathematical Journal, 49:4 (2009), 426–445  crossref  mathscinet  zmath  isi
    4. Wan-Ying Chang, Donald St.P. Richards, “Finite-sample inference with monotone incomplete multivariate normal data, I”, Journal of Multivariate Analysis, 100:9 (2009), 1883  crossref
    5. B.L.S. Prakasa Rao, “Another Esseen-type inequality for multivariate probability density functions”, Statistics & Probability Letters, 60:2 (2002), 191  crossref
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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