Stability of Cramer's Characterization of Normal Laws in Information Distances
S. G. BobkovG. P. ChistyakovF. Götze
所有作者
S. G. BobkovG. P. ChistyakovF. Götze
文献摘要
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.