A multivariate CLT for decomposable random vectors with finite second moments (Q702394)

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scientific article; zbMATH DE number 2128689
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    A multivariate CLT for decomposable random vectors with finite second moments
    scientific article; zbMATH DE number 2128689

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      A multivariate CLT for decomposable random vectors with finite second moments (English)
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      17 January 2005
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      The author uses Stein's method to prove a central limit theorem (CTL) for decomposable random vectors. The error in the CTL is expressed in terms of quantities which only require finite second moments. The obtained result is applied to local dependence, random graph degree statistics and finite population statistics.
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      Stein's method
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      multivariate central limit theorems
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      random graphs
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      dependence graph
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      finite population statistics
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