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paper

Fisher information and convergence to stable laws

arXiv:1205.3637 · doi:10.3150/13-BEJ535

Abstract

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

Published in at http://dx.doi.org/10.3150/13-BEJ535 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)