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

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  • Dewan, Isha
  • Rao, B. L. S. Prakasa

Abstract

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).

Suggested Citation

  • Dewan, Isha & Rao, B. L. S. Prakasa, 2000. "Explicit bounds on Lévy-Prohorov distance for a class of multidimensional distribution functions," Statistics & Probability Letters, Elsevier, vol. 48(2), pages 105-119, June.
    • Handle: RePEc:eee:stapro:v:48:y:2000:i:2:p:105-119
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    References listed on IDEAS

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    1. Bagai, Isha & Prakasa Rao, B. L. S., 1991. "Estimation of the survival function for stationary associated processes," Statistics & Probability Letters, Elsevier, vol. 12(5), pages 385-391, November.
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