Uniformities for the convergence in law and in probability

S. T. Rachev; L. Rüschendorf; A. Schief

doi:10.1007/BF01046777

Uniformities for the convergence in law and in probability

S. T. Rachev, L. Rüschendorf, A. Schief

Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

5 Scopus citations

Abstract

The convergence δ(X_n, Y_n)→0 is investigated and characterized for probability metrics δ which metrize convergence in distribution or in probability. Some related metrics are also considered.

Original language	English
Pages (from-to)	33-44
Number of pages	12
Journal	Journal of Theoretical Probability
Volume	5
Issue number	1
DOIs	https://doi.org/10.1007/BF01046777
State	Published - Jan 1992

Keywords

Ky-Fan-type metric
Prohorov type metric
almost sure representation
uniformities

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10.1007/BF01046777

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title = "Uniformities for the convergence in law and in probability",

abstract = "The convergence δ(Xn, Yn)→0 is investigated and characterized for probability metrics δ which metrize convergence in distribution or in probability. Some related metrics are also considered.",

keywords = "Ky-Fan-type metric, Prohorov type metric, almost sure representation, uniformities",

author = "Rachev, {S. T.} and L. R{\"u}schendorf and A. Schief",

year = "1992",

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AU - Rachev, S. T.

AU - Rüschendorf, L.

AU - Schief, A.

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Y1 - 1992/1

N2 - The convergence δ(Xn, Yn)→0 is investigated and characterized for probability metrics δ which metrize convergence in distribution or in probability. Some related metrics are also considered.

AB - The convergence δ(Xn, Yn)→0 is investigated and characterized for probability metrics δ which metrize convergence in distribution or in probability. Some related metrics are also considered.

KW - Ky-Fan-type metric

KW - Prohorov type metric

KW - almost sure representation

KW - uniformities

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U2 - 10.1007/BF01046777

DO - 10.1007/BF01046777

M3 - Article

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SN - 0894-9840

VL - 5

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EP - 44

JO - Journal of Theoretical Probability

JF - Journal of Theoretical Probability

IS - 1

ER -

Uniformities for the convergence in law and in probability

Abstract

Keywords

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