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  2. Humboldt-Universität zu Berlin
  3. International Research Training Group 1792 "High Dimensional Nonstationary Time Series", Humboldt-Universität zu Berlin
  4. IRTG 1792 Discussion Papers, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", Humboldt-Universität zu Berlin
Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/230739 
Title: 

Toolbox: Gaussian comparison on Eucledian balls

Authors: 
Koziuk, Andzhey
Spokoiny, Vladimir
Year of Publication: 
2018
Series/Report no.: 
IRTG 1792 Discussion Paper No. 2018-028
Publisher: 
Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", Berlin
Abstract: 
In the work a characterization of difference of multivariate Gaussian measures is found on the family of centered Eucledian balls. In particular, it helps to derive (xx see paper).
Subjects: 
multivariate Gaussian measure
Kolmogorov distance
Gaussian comparison
JEL: 
C00
Document Type: 
Working Paper
Appears in Collections:
IRTG 1792 Discussion Papers, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", Humboldt-Universität zu Berlin

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