Bounds  for characteristic  functions in terms  of quantiles and entropy

Sergey G. Bobkov (University of Minnesota)
Gennadiy P. Chistyakov (Universität Bielefeld)
Friedrich Götze (Universität Bielefeld)

Upper bounds on characteristic functions are derived in terms of the entropic distance to the class of normal distributions.

Pages: 1-9

Publication Date: May 28, 2012

DOI: 10.1214/ECP.v17-2053

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