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Bounds for characteristic functions in terms of quantiles and entropy


 
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1. Title Title of document Bounds for characteristic functions in terms of quantiles and entropy
 
2. Creator Author's name, affiliation, country Sergey G. Bobkov; University of Minnesota; United States
 
2. Creator Author's name, affiliation, country Gennadiy P. Chistyakov; Universität Bielefeld; Germany
 
2. Creator Author's name, affiliation, country Friedrich Götze; Universität Bielefeld; Germany
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Characteristic functions; quantiles; entropy
 
3. Subject Subject classification 60E
 
4. Description Abstract Upper bounds on characteristic functions are derived in terms of the entropic distance to the class of normal distributions.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) NSF DMS-1106530; DFG CRC 701
 
7. Date (YYYY-MM-DD) 2012-05-28
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/2053
 
10. Identifier Digital Object Identifier 10.1214/ECP.v17-2053
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 17
 
12. Language English=en en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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