Conditions for equivalence between Mallows distance and convergence to stable laws |
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Authors: | Chang C. Y. Dorea Debora B. Ferreira |
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Affiliation: | 1. Universidade de Brasilia, 70910-900, Brasilia, DF, Brazil 2. Univ. Federal do Rio Grande do Norte, 59072-970, Natal, RN, Brazil
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Abstract: | Convergence in Mallows distance is of particular interest when heavy-tailed distributions are considered. For 1≦α<2, it constitutes an alternative technique to derive central limit type theorems for non-Gaussian α-stable laws. In this note, we further explore the connection between Mallows distance and convergence in distribution. Conditions for their equivalence are presented. |
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