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2012 Bounds for characteristic functions in terms of quantiles and entropy
Sergey Bobkov, Gennadiy Chistyakov, Friedrich Götze
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Electron. Commun. Probab. 17: 1-9 (2012). DOI: 10.1214/ECP.v17-2053

Abstract

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

Citation

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Sergey Bobkov. Gennadiy Chistyakov. Friedrich Götze. "Bounds for characteristic functions in terms of quantiles and entropy." Electron. Commun. Probab. 17 1 - 9, 2012. https://doi.org/10.1214/ECP.v17-2053

Information

Accepted: 28 May 2012; Published: 2012
First available in Project Euclid: 7 June 2016

zbMATH: 1258.60022
MathSciNet: MR2943104
Digital Object Identifier: 10.1214/ECP.v17-2053

Subjects:
Primary: 60E

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