Weak convergence of laws on \(\mathbb R^{K}\) with common marginals (Q2641433)
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scientific article; zbMATH DE number 5181192
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| English | Weak convergence of laws on \(\mathbb R^{K}\) with common marginals |
scientific article; zbMATH DE number 5181192 |
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Weak convergence of laws on \(\mathbb R^{K}\) with common marginals (English)
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20 August 2007
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Let \(P(n)\) and \(Q(n)\) be two sequences of \(k\)-dimensional probability distributions with identical univariate marginals. The topic of the paper is to study distances between \(P(n)\) and \(Q(n)\) which converge to zero at the same time. The author establishes that, among others, two metrics introduced in the literature by Rachev and Muller generate such distances. Applications are presented.
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probability metric
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weak convergence
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multivariate distributions
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specific marginals
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