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Document Details :

Title: On Error Bounds for Approximations to Multivariate Distributions II
Author(s): SUNDS, B. , VERNIC, R.
Journal: ASTIN Bulletin
Volume: 32    Issue: 1   Date: May 2002   
Pages: 57-69
DOI: 10.2143/AST.32.1.1014

Abstract :
In the present paper, we study error bounds for approximations to multivariate distributions. In particular, we discuss some general versions of compound multivariate distributions and look at distributions of dependent random variables constructed by linear transforms of independent random variables or vectors. Special attention is paid to the case when the support of the original distribution is restricted. We also look at some applications with multivariate Bernoulli distributions.