Asymptotics for products of independent sums with an application to Wishart determinants (Q2566714): Difference between revisions

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Property / author: Grzegorz A. Rempała / rank
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Property / reviewed by: Neville C. Weber / rank
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Property / author: Grzegorz A. Rempała / rank
 
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Property / reviewed by: Neville C. Weber / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.spl.2005.04.034 / rank
 
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Property / OpenAlex ID: W1986199776 / rank
 
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Property / cites work: Q3796553 / rank
 
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Property / cites work: Уточнение центральной предельной теоремы для случайных детерминантов / rank
 
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Property / cites work: A Class of Statistics with Asymptotically Normal Distribution / rank
 
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Property / cites work: Q3999009 / rank
 
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Property / cites work: A note on asymptotic distribution of products of sums / rank
 
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Property / cites work: Limit distributions for products of sums. / rank
 
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Property / cites work: Asymptotics for products of sums and \(U\)-statistics / rank
 
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Asymptotics for products of independent sums with an application to Wishart determinants
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    Asymptotics for products of independent sums with an application to Wishart determinants (English)
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    28 September 2005
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    This paper extends the work on products of sums by \textit{G. Rempala} and \textit{J. Wesolowski} [Electron. Commun. Probab. 7, 47-54 (2002; Zbl 1008.62048)] to arrays where the partial sums are mutually independent and have square integrable components. Extensions to the non-iid case as well as to products of non-degenerate U-statistics are also discussed. This result is then applied to obtain limit results for determinants of Wishart matrices.
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    central limit theorem
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    lognormal distribution
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    products of sums
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    Wishart determinant
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    U-statistics
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