Stability of Cramer's Characterization of Normal Laws in Information Distances

Autor:	Bobkov, S. G., Chistyakov, G. P., Götze, F.
Rok vydání:	2015
Předmět:	Mathematics - Probability 60E
Druh dokumentu:	Working Paper
Popis:	Optimal stability estimates in the class of regularized distributions are derived for the characterization of normal laws in Cramer's theorem with respect to relative entropy and Fisher information distance.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1512.03571 Zobrazit plný text záznamu View this record from Arxiv