On Fatou-type lemma for monotone moments of weakly convergent random variables

Sufficient conditions for convergence of monotone moments of weakly convergent random variables, concerning the rate of convergence, are given. They are often more convenient than the necessary and sufficient uniform integrability condition. Some asymptotic evaluations for inverse moments are presented.

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Year of publication:	2004
Authors:	Kaluszka, M. ; Okolewski, A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 66.2004, 1, p. 45-50
Publisher:	Elsevier
Keywords:	Weak convergence Fatous lemma Inverse moments Cramers theorem Berry-Esséen's bound

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005053149