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Bernoulli Society for Mathematical Statistics and Probability, Bernoulli, 3(15), 2009

DOI: 10.3150/08-bej177

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

Journal article published in 2009 by Euro G. Barbosa, Chang C. Y. Dorea
This paper is made freely available by the publisher.
This paper is made freely available by the publisher.

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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. Comment: 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)