A statistical version of the central limit theorem for vector-valued random fields. (Q556552)

From MaRDI portal





scientific article; zbMATH DE number 2177656
Language Label Description Also known as
default for all languages
No label defined
    English
    A statistical version of the central limit theorem for vector-valued random fields.
    scientific article; zbMATH DE number 2177656

      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

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references