Research output: Contribution to journal › Article › peer-review
We are interested in the estimation of the distance in total variation Δ≔‖Pf(X)−Pg(X)‖varbetween distributions of random variables f(X) and g(X) in terms of proximity of f and g. We propose a simple general method of estimating Δ. For Gaussian and trigonometrical polynomials it gives an asymptotically optimal result (when the degree tends to ∞).
| Original language | English |
|---|---|
| Pages (from-to) | 393-400 |
| Number of pages | 8 |
| Journal | Statistics and Probability Letters |
| Volume | 129 |
| DOIs | |
| State | Published - Oct 2017 |
ID: 49897121