Abstract
Convergence of densities implies convergence of their distribution functions via Scheffe's theorem. This paper is concerned with the converse: what are sufficient conditions to obtain convergence of densities from convergence of distribution functions? A general lemma is given and local limit results are obtained for translation and scale statistics.
Citation
Dennis D. Boos. "A Converse to Scheffe's Theorem." Ann. Statist. 13 (1) 423 - 427, March, 1985. https://doi.org/10.1214/aos/1176346604
Information