A statistical version of the central limit theorem for vector-valued random fields. (Q556552)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A statistical version of the central limit theorem for vector-valued random fields. |
scientific article |
Statements
A statistical version of the central limit theorem for vector-valued random fields. (English)
0 references
21 June 2005
0 references
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.
0 references
vector-valued random fields
0 references
dependence conditions
0 references
quasi-association
0 references
central limit theorem
0 references
random matrix normalization
0 references
