Convergence rate in CLT for vector-valued random fields with self-normalization

MaRDI QIDQ5292400zbMATH OpenFDO

Authors Natalya Kryzhanovskaya, Alexander V. Bulinski

Publication date 21 June 2007

zbMATH Keywords

CLTconvergence ratedependence conditionsrandom matrix normalization

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) (L^p)-limit theorems (60F25) Random fields (60G60) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cited in

(6)

• Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields
• Moment inequality for sums of multi-indexed dependent random variables
• Asymptotic normality of local averaging estimates for weakly dependent random fields
• On the Estimation of Integrated Covariance Functions of Stationary Random Fields
• Central limit theorems for the excursion set volumes of weakly dependent random fields
• A statistical version of the central limit theorem for vector-valued random fields.

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