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This article is cited in 8 scientific papers (total in 8 papers)
Short Communications
Variance inequalities for covariance kernels and applications to central limit theorems
T. Cacoullos, N. Papadatos, V. Papathanasiou University of Athens, Department of Mathematics, Greece
Abstract:
A simple estimate for the error in the CLT, valid for a wide class of absolutely continuous r.v.'s, is derived without Fourier techniques. This is achieved by using a simple convolution inequality for the variance of covariance kernels or w-functions in conjunction with bounds for the total variation distance. The results are extended to the multivariate case. Finally, a simple proof of the classical Darmois–Skitovich characterization of normality is obtained.
Keywords:
convolution inequality, covariance kernels, CLT, rate of convergence, characterization of normality.
Received: 15.03.1996
Citation:
T. Cacoullos, N. Papadatos, V. Papathanasiou, “Variance inequalities for covariance kernels and applications to central limit theorems”, Teor. Veroyatnost. i Primenen., 42:1 (1997), 195–201; Theory Probab. Appl., 42:1 (1998), 149–155
Linking options:
https://www.mathnet.ru/eng/tvp1722https://doi.org/10.4213/tvp1722 https://www.mathnet.ru/eng/tvp/v42/i1/p195
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