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Volumn 20, Issue 2, 2007, Pages 371-380

Weak Convergence of Laws on ℝ K with Common Marginals

Author keywords

Bounded Lipschitz metric; Copula; Probability metric; Weak convergence

Indexed keywords


EID: 34249039964     PISSN: 08949840     EISSN: 15729230     Source Type: Journal    
DOI: 10.1007/s10959-007-0096-8     Document Type: Article
Times cited : (3)

References (8)
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    • Properties and Examples, Springer, New York
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    • Doukhan, P.1
  • 3
    • 0033474201 scopus 로고    scopus 로고
    • A new weak dependence condition and applications to moment inequalities
    • Doukhan, P., Louhichi, S.: A new weak dependence condition and applications to moment inequalities. Stoch. Process. Appl. 84, 313-342 (1999)
    • (1999) Stoch. Process. Appl , vol.84 , pp. 313-342
    • Doukhan, P.1    Louhichi, S.2
  • 4
    • 0010487372 scopus 로고    scopus 로고
    • Integral probability metrics and their generating classes of functions
    • Müller, A.: Integral probability metrics and their generating classes of functions. J. Appl. Probab. 29, 429-443 (1997)
    • (1997) J. Appl. Probab , vol.29 , pp. 429-443
    • Müller, A.1
  • 7
    • 38249003785 scopus 로고
    • On regression representation of stochastic processes
    • Rüschendorf, L., de Valk, V.: On regression representation of stochastic processes. Stoch. Process. Appl. 46, 183-198 (1993)
    • (1993) Stoch. Process. Appl , vol.46 , pp. 183-198
    • Rüschendorf, L.1    de Valk, V.2
  • 8
    • 38249004463 scopus 로고
    • Copulae of probability measures on product spaces
    • Scarsini, M.: Copulae of probability measures on product spaces. J. Multivar. Anal. 31, 201-219 (1989)
    • (1989) J. Multivar. Anal , vol.31 , pp. 201-219
    • Scarsini, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.