Conditions for equivalence between Mallows distance and convergence to stable laws

DOI10.1007/S10474-011-0101-7MaRDI QIDQ663044zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

convergence in distributionMallows distancestable laws

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Review text

Convergence in Mallows distance is of particular interest when heavy-tailed distributions are considered. For \(1 < \alpha < 2\), it constitutes an alternative technique to derive central-limit-type theorems for non-Gaussian \(\alpha\)-stable laws. In this note, the authors further explore the connection between Mallows distance and convergence in distribution. Conditions for their equivalence are presented.

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Cites work

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• Central limit theorem and convergence to stable laws in Mallows distance
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
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Cited in

(9)

• Convergence to Fréchet distribution via Mallows distance
• Weighted similarity tests for location-scale families of stable distributions
• Inference for empirical Wasserstein distances on finite spaces
• Mallows distance convergence for extremes: regeneration approach
• A note on the Lindeberg condition for convergence to stable laws in Mallows distance
• Revisiting fatigue-life distributions of Birnbaum-Saunders type: mathematical characterization, simulation study, and applications
• Mallows distance convergence for heavy-tailed Markov chains: regeneration approach
• 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

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