Central Limit Theorems for Interchangeable Processes

Cited in

(28)

Estimates of the approximation of weighted sums of conditionally independent random variables by the normal law
Standardized Partial Sums and Products of p-Values
Deep stable neural networks: large-width asymptotics and convergence rates
Power series whose coefficients form homogeneous random processes
Risk-sensitive mean-field-type games with L^p-norm drifts
Limit theorems for weakly exchangeable arrays
De Finetti's contribution to probability and statistics
On scale-mixture Birnbaum-Saunders distributions
On weighted rank-sum tests for dispersion
On laws of large numbers for exchangeable random variables
Empirical central limit theorems for exchangeable random variables
Strassen-type invariance principles for exchangeable sequences
A nearest neighbor estimate of the residual variance
More efficient estimation for logistic regression with optimal subsamples
Pairwise stochastic approximation for confirmatory factor analysis of categorical data
Central limit theorems for exchangeable random variables when limits are scale mixtures of normals
Canonical representations and convergence criteria for processes with interchangeable increments
Geometry of sample spaces
A nonparametric Bayesian prediction interval for a finite population mean
On the rate of convergence in de Finetti's representation theorem
The limit theorem for maximum of partial sums of exchangeable random variables
Strong laws of large numbers for triangular arrays of exchangeable random variables
scientific article; zbMATH DE number 7306874 (Why is no real title available?)
Some results on the behavior and estimation of the fractal dimensions of distributions on attractors
When Composite Likelihood meets Stochastic Approximation
Generalized symmetric polynomials and an approximate de Finetti representation
Concentration of normalized sums and a central limit theorem for noncorrelated random variables
Anticoncentration and Berry-Esseen bounds for random tensors

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