Covariance kernel and the central limit theorem in the total variation distance


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Please use this identifier to cite or link to this item:http://hdl.handle.net/2115/5881

Title:	Covariance kernel and the central limit theorem in the total variation distance
Authors:	Mikami, Toshio¹ Browse this author
Authors(alt):	三上, 敏夫¹
Keywords:	Covariance kernel
	Central limit theorem
	Total variation distance
Issue Date:	Aug-2004
Publisher:	Elsevier Inc.
Journal Title:	Journal of Multivariate Analysis
Volume:	90
Issue:	2
Start Page:	257
End Page:	268
Publisher DOI:	10.1016/j.jmva.2003.08.001
Abstract:	We modify and generalize the idea of covariance kernels for Borel probability measures on Rd, and study the relation between the central limit theorem in the total variation distance and the convergence of covariance kernels.
Relation:	http://www.sciencedirect.com/science/journal/0047259X
Type:	article (author version)
URI:	http://hdl.handle.net/2115/5881
Appears in Collections:	理学院・理学研究院 (Graduate School of Science / Faculty of Science) > 雑誌発表論文等 (Peer-reviewed Journal Articles, etc)

Submitter: 熊谷健一

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