Entropic approach to e. rio's central limit theorem for w2 transport distance

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Abstract

The central limit theorem is considered with respect to the transport distance W2. We discuss an alternative approach to a result of E. Rio, based on a Berry-Esseen-type bound for the entropic distance to the normal distribution.

Original languageEnglish (US)
Pages (from-to)1644-1648
Number of pages5
JournalStatistics and Probability Letters
Volume83
Issue number7
DOIs
StatePublished - Jul 1 2013

Keywords

  • Berry-Esseen-type bounds
  • Central limit theorem
  • Transport metrics

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