Weak Convergence of Laws on R^{K} with Common Marginals

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We present a result on topologically equivalent integral metrics (Rachev, 1991, Muller, 1997) that metrize weak convergence of laws with common marginals. This result is relevant for applications, as shown in a few simple examples.
12 pages

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Probability, 60B10, 60E05

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http://salesiana.dossiersoluciones.com/handle/123456789/113945

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0606462
 http://arxiv.org/abs/math/0606462

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arXiv