IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v60y2002i2p191-199.html
   My bibliography  Save this article

Another Esséen-type inequality for multivariate probability density functions

Author

Listed:
  • Prakasa Rao, B. L. S.

Abstract

An upper bound for the supremum of the absolute value of the difference of two multivariate probability density functions is obtained. The upper bound involves integrals of the absolute value of suitable transforms of the characteristic functions of the probability density functions. Results are similar to the work of Gamkrelidze (Theory Probab. Appl. 22 (1977) 877-880) on the Esséen's inequality for multidimensional distribution functions.

Suggested Citation

  • Prakasa Rao, B. L. S., 2002. "Another Esséen-type inequality for multivariate probability density functions," Statistics & Probability Letters, Elsevier, vol. 60(2), pages 191-199, November.
    • Handle: RePEc:eee:stapro:v:60:y:2002:i:2:p:191-199
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(02)00312-7
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Roussas, George G., 2001. "An Esséen-type inequality for probability density functions, with an application," Statistics & Probability Letters, Elsevier, vol. 51(4), pages 397-408, February.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Li, Yongming & Yang, Shanchao & Wei, Chengdong, 2011. "Some inequalities for strong mixing random variables with applications to density estimation," Statistics & Probability Letters, Elsevier, vol. 81(2), pages 250-258, February.
    2. Chang, Wan-Ying & Richards, Donald St.P., 2009. "Finite-sample inference with monotone incomplete multivariate normal data, I," Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 1883-1899, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:60:y:2002:i:2:p:191-199. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.