A metric for convergence in distribution
Given two probability distributions on ,defines a metric for convergence in distribution. Theoretical properties and computational advantages (with potential applications) of [gamma] are discussed.
Year of publication: |
1999
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Authors: | Majumdar, Suman |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 42.1999, 3, p. 239-247
|
Publisher: |
Elsevier |
Keywords: | Hellinger affinity Metric Multivariate normal Weak convergence |
Saved in:
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