Asymptotics for products of independent sums with an application to Wishart determinants (Q2566714): Difference between revisions
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Revision as of 00:19, 20 March 2024
scientific article
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| English | 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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