Asymptotics for products of independent sums with an application to Wishart determinants

DOI10.1016/j.spl.2005.04.034zbMath1077.62038OpenAlexW1986199776MaRDI QIDQ2566714

Jacek Wesołowski, Grzegorz A. Rempała

Publication date: 28 September 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.04.034

zbMATH Keywords

central limit theoremU-statisticslognormal distributionproducts of sumsWishart determinant

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

Related Items (10)

Coverings of random ellipsoids, and invertibility of matrices with i.i.d. heavy-tailed entries ⋮ Precise asymptotics for products of sums and \(U\)-statistics ⋮ Berry-Essén theorem for random determinants ⋮ A note on the ASCLT for triangular arrays of random variables with an extension to U-statistics ⋮ A central limit theorem for the determinant of a Wigner matrix ⋮ Random matrices: law of the determinant ⋮ Large deviations of spread measures for Gaussian matrices ⋮ A note on the almost sure central limit theorem for the product of some partial sums ⋮ Gaussian fluctuations of the determinant of Wigner matrices ⋮ Asymptotics for sums of a function of normalized independent sums

Cites Work

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• Limit distributions for products of sums.
• Asymptotics for products of sums and \(U\)-statistics
• A note on asymptotic distribution of products of sums
• Уточнение центральной предельной теоремы для случайных детерминантов
• A Class of Statistics with Asymptotically Normal Distribution

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