Research output: Contribution to journal › Article › peer-review
On distance in total variation between image measures. / Davydov, Youri.
In: Statistics and Probability Letters, Vol. 129, 10.2017, p. 393-400.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - On distance in total variation between image measures
AU - Davydov, Youri
PY - 2017/10
Y1 - 2017/10
N2 - 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 ∞).
AB - 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 ∞).
KW - Gaussian polynomials
KW - Image-measures
KW - Nikol'ski–Besov class
KW - Total variation distance
UR - http://www.scopus.com/inward/record.url?scp=85027453620&partnerID=8YFLogxK
U2 - 10.1016/j.spl.2017.06.022
DO - 10.1016/j.spl.2017.06.022
M3 - Article
AN - SCOPUS:85027453620
VL - 129
SP - 393
EP - 400
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
SN - 0167-7152
ER -
ID: 49897121