On necessary and sufficient conditions for convergence of probability measures in variation
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Publication:799016
DOI10.1016/0304-4149(84)90164-9zbMATH Open0547.60008OpenAlexW2051437123WikidataQ126858278 ScholiaQ126858278MaRDI QIDQ799016FDOQ799016
Publication date: 1984
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(84)90164-9
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Cites Work
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- Contiguity of Probability Measures
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- A note on contiguity and \(L_ 1-\)norm
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- Estimation of the Necessary Number of Observations for Discriminating Simple Close Hypotheses
Cited In (10)
- On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations
- Strong measures of concordance and convergence in probability
- Title not available (Why is that?)
- A necessary and sufficient condition for probability measures dominated by \(g\)-expectation
- On “predictable” convergence criteria in variation of probability measures
- Title not available (Why is that?)
- Title not available (Why is that?)
- No empirical probability measure can converge in the total variation sense for all distributions
- Convergence theorems for varying measures under convexity conditions and applications
- A necessary and sufficient condition for differentiability of integrals of random measures in \(R^ n\) over \(n\)-dimensional intervals
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