Gaussian limits for generalized spacings
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Abstract: Nearest neighbor cells in , are used to define coefficients of divergence (-divergences) between continuous multivariate samples. For large sample sizes, such distances are shown to be asymptotically normal with a variance depending on the underlying point density. In , this extends classical central limit theory for sum functions of spacings. The general results yield central limit theorems for logarithmic -spacings, information gain, log-likelihood ratios and the number of pairs of sample points within a fixed distance of each other.
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Cited in
(25)- Gaussian limits for generalized spacings
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