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August 2009 A note on the Lindeberg condition for convergence to stable laws in Mallows distance
Euro G. Barbosa, Chang C.Y. Dorea
Bernoulli 15(3): 922-924 (August 2009). DOI: 10.3150/08-BEJ177

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.

Citation

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Euro G. Barbosa. Chang C.Y. Dorea. "A note on the Lindeberg condition for convergence to stable laws in Mallows distance." Bernoulli 15 (3) 922 - 924, August 2009. https://doi.org/10.3150/08-BEJ177

Information

Published: August 2009
First available in Project Euclid: 28 August 2009

zbMATH: 1204.60004
MathSciNet: MR2560259
Digital Object Identifier: 10.3150/08-BEJ177

Keywords: Lindeberg condition , Mallows distance , Stable laws

Rights: Copyright © 2009 Bernoulli Society for Mathematical Statistics and Probability

Vol.15 • No. 3 • August 2009
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