Stein's method for functions of multivariate normal random variables
<p>It is a well-known fact that if the random vector W converges in distribution to a multivariate normal random variable Σ1/2Z, the g(W) converges in distribution to g(Σ1/2Z) if g is continuous. In this paper, we develop a general method for deriving bounds on the distributional di...
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| Формат: | Journal article |
| Опубликовано: |
2015
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