English

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

Statistics Theory 2009-09-08 v1 Statistics Theory

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.

Keywords

Cite

@article{arxiv.0909.1154,
  title  = {A note on the Lindeberg condition for convergence to stable laws in Mallows distance},
  author = {Euro G. Barbosa and Chang C. Y. Dorea},
  journal= {arXiv preprint arXiv:0909.1154},
  year   = {2009}
}

Comments

Published in at http://dx.doi.org/10.3150/08-BEJ177 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)