Conditions for equivalence between Mallows distance and convergence to stable laws
From MaRDI portal
Publication:663044
DOI10.1007/S10474-011-0101-7zbMATH Open1265.60014OpenAlexW2093546287MaRDI QIDQ663044FDOQ663044
Authors: Chang C. Y. Dorea, Débora B. Ferreira
Publication date: 13 February 2012
Published in: Acta Mathematica Hungarica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10474-011-0101-7
Recommendations
- Convergence to stable laws in Mallows distance for mixing sequences of random variables
- Convergence to Fréchet distribution via Mallows distance
- A note on the Lindeberg condition for convergence to stable laws in Mallows distance
- Central limit theorem and convergence to stable laws in Mallows distance
- scientific article; zbMATH DE number 1054307
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Inequalities for distributions with given marginals
- On the invariance principle for sums of independent identically distributed random variables
- A Note on Asymptotic Joint Normality
- A note on the Lindeberg condition for convergence to stable laws in Mallows distance
- Central limit theorem and convergence to stable laws in Mallows distance
- On the rate of convergence to a stable limit law. II
- A contemporary review and bibliography of infinitely divisible distributions and processes
Cited In (7)
- Convergence to Fréchet distribution via Mallows distance
- Mallows distance convergence for extremes: regeneration approach
- Inference for empirical Wasserstein distances on finite spaces
- A note on the Lindeberg condition for convergence to stable laws in Mallows distance
- Weighted similarity tests for location-scale families of stable distributions
- Acknowledgement of priority: ``Central limit theorem and convergence to stable laws in Mallows distance
- Convergence to stable laws in Mallows distance for mixing sequences of random variables
This page was built for publication: Conditions for equivalence between Mallows distance and convergence to stable laws
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q663044)