A note on the Lindeberg condition for convergence to stable laws in Mallows distance

DOI10.3150/08-BEJ177zbMATH Open1204.60004arXiv0909.1154MaRDI QIDQ605032

Euro G. Barbosa, Chang Chung Yu Dorea

Publication date: 12 November 2010

Published in: Bernoulli (Search for Journal in Brave)

Abstract: We correct a condition in a result of Johnson and Samworth (Bernoulli 11 (2005) 829--845) concerning convergence to stable laws in Mallows distance. We also give an improved version of this result, setting it in the more familiar context of a Lindeberg-like condition.

Full work available at URL: https://arxiv.org/abs/0909.1154

zbMATH Keywords

stable lawsMallows distanceLindeberg condition

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Convergence of probability measures (60B10)

Cites Work

• Unnamed Item
• Central limit theorem and convergence to stable laws in Mallows distance

Related Items (4)

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