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

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

2009-09-07

arxiv.org/abs/0909.1154v1

Bernoulli 2009, Vol. 15, No. 3, 922-924

Mathematics

Statistics Theory

Published in at http://dx.doi.org/10.3150/08-BEJ177 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statisti

Scientific paper

10.3150/08-BEJ177

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.

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