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- Title
Stochastic Monotonicity and Conditioning in the Limit.
- Authors
Nerman, Olle
- Abstract
ABSTRACT. Suppose that {(X[sub n] Y[sub n],)} is a sequence of pairs of vector-valued stochastic variables which converges weakly to (X, Y), and that {y[sub n]} converges to y. Sufficient conditions for the conditional distribution of X[sub n] given Y[sub n] = y[sub n] to converge to the conditional distribution of X given Y = y are given in terms of stochastic monotonicity. Conditions, which guarantee that also moments of the conditional distributions converge to the moments of the ones of the limit, are also derived.
- Subjects
STOCHASTIC approximation; CONDITIONAL expectations; MOMENTS method (Statistics)
- Publication
Scandinavian Journal of Statistics, 1998, Vol 25, Issue 3, p569
- ISSN
0303-6898
- Publication type
Article
- DOI
10.1111/1467-9469.00121