Multivariate log-concave distributions as a nearly parametric model
نویسندگان
چکیده
منابع مشابه
Multivariate Log-Concave Distributions as a Nearly Parametric Model∗
In this paper we show that the family P d of probability distributions on R d with logconcave densities satisfies a strong continuity condition. In particular, it turns out that weak convergence within this family entails (i) convergence in total variation distance, (ii) convergence of arbitrary moments, and (iii) pointwise convergence of Laplace transforms. In this and several other respects t...
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ژورنال
عنوان ژورنال: Statistics & Risk Modeling
سال: 2011
ISSN: 2193-1402
DOI: 10.1524/stnd.2011.1073