A statistical version of the central limit theorem for vector-valued random fields. (Q556552): Difference between revisions
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Latest revision as of 10:14, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
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| English | A statistical version of the central limit theorem for vector-valued random fields. |
scientific article |
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A statistical version of the central limit theorem for vector-valued random fields. (English)
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21 June 2005
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The aim of this paper is to prove a central limit theorem (CLT) for strictly stationary quasi-associated vector-valued random fields comprising, in particular, positively or negatively associated fields with finite second moments. The author also establishes a version of the CLT with random matrix normalisation which allows him to construct approximate confidence intervals for the unknown mean vectors.
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vector-valued random fields
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dependence conditions
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quasi-association
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central limit theorem
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random matrix normalization
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