Asymptotics for products of independent sums with an application to Wishart determinants (Q2566714): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Q3796553 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Уточнение центральной предельной теоремы для случайных детерминантов / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A Class of Statistics with Asymptotically Normal Distribution / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3999009 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A note on asymptotic distribution of products of sums / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Limit distributions for products of sums. / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Asymptotics for products of sums and \(U\)-statistics / rank | |||
Normal rank |
Latest revision as of 15:57, 10 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotics for products of independent sums with an application to Wishart determinants |
scientific article |
Statements
Asymptotics for products of independent sums with an application to Wishart determinants (English)
0 references
28 September 2005
0 references
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.
0 references
central limit theorem
0 references
lognormal distribution
0 references
products of sums
0 references
Wishart determinant
0 references
U-statistics
0 references