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

Alessio Sancetta
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Abstract

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.

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Alessio Sancetta. 2006-06-19. Weak Convergence of Laws on R^{K} with Common Marginals. https://arxiv.org/abs/math/0606462

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