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Strong measures of concordance and convergence in probability

Author

Listed:
  • Marco Scarsini

    (GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC - HEC Paris - Ecole des Hautes Etudes Commerciales - CNRS - Centre National de la Recherche Scientifique, Dipartimento di Scienze Economiche e Aziendali - LUISS - Libera Università Internazionale degli Studi Sociali Guido Carli [Roma])

Abstract
It is shown that convergence in probability is sufficient for a strong measure of concordance to converge to one, and that convergence to one of a strong measure of concordance, along with convergence in law, is sufficient for convergence in probability

Suggested Citation

  • Marco Scarsini, 1984. "Strong measures of concordance and convergence in probability," Post-Print hal-00542387, HAL.
  • Handle: RePEc:hal:journl:hal-00542387
    DOI: 10.1007/BF02106373
    as

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