Limit theorems for symmetric statistics of exchangeable random variables (Q1802440)
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| Language | Label | Description | Also known as |
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| English | Limit theorems for symmetric statistics of exchangeable random variables |
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Limit theorems for symmetric statistics of exchangeable random variables (English)
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30 January 1994
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The authors prove a central limit theorem for symmetric statistics of exchangeable random variables. It is an extension of the work of \textit{E. B. Dynkin} and \textit{A. Mandelbaum} [Ann. Stat. 11, 739-745 (1983; Zbl 0518.60050)] with an alternate proof. Wiener-Itô multiple integrals are used to express some examples including classical CLT for exchangeable sequences and limit distributions of some \(U\)-statistics.
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multiple Wiener-Itô integral
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\(U\)-statistics
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central limit theorem
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exchangeable random variables
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