Fisher information and convergence to stable laws

S. G. Bobkov; G. P. Chistyakov; F. Götze

doi:10.3150/13-BEJ535

Fisher information and convergence to stable laws

S. G. Bobkov, G. P. Chistyakov, F. Götze

School of Mathematics

Research output: Contribution to journal › Article › peer-review

5 Scopus citations

Abstract

The convergence to stable laws is studied in relative Fisher information for sums of i.i.d. random variables.

Original language	English (US)
Pages (from-to)	1620-1646
Number of pages	27
Journal	Bernoulli
Volume	20
Issue number	3
DOIs	https://doi.org/10.3150/13-BEJ535
State	Published - Aug 2014

Keywords

Fisher information
Limit theorems
Stable laws

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10.3150/13-BEJ535

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title = "Fisher information and convergence to stable laws",

abstract = "The convergence to stable laws is studied in relative Fisher information for sums of i.i.d. random variables.",

keywords = "Fisher information, Limit theorems, Stable laws",

author = "Bobkov, {S. G.} and Chistyakov, {G. P.} and F. G{\"o}tze",

year = "2014",

month = aug,

doi = "10.3150/13-BEJ535",

language = "English (US)",

volume = "20",

pages = "1620--1646",

journal = "Bernoulli",

issn = "1350-7265",

publisher = "International Statistical Institute",

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TY - JOUR

T1 - Fisher information and convergence to stable laws

AU - Bobkov, S. G.

AU - Chistyakov, G. P.

AU - Götze, F.

PY - 2014/8

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N2 - The convergence to stable laws is studied in relative Fisher information for sums of i.i.d. random variables.

AB - The convergence to stable laws is studied in relative Fisher information for sums of i.i.d. random variables.

KW - Fisher information

KW - Limit theorems

KW - Stable laws

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DO - 10.3150/13-BEJ535

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EP - 1646

JO - Bernoulli

JF - Bernoulli

IS - 3

ER -

Fisher information and convergence to stable laws

Abstract

Keywords

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