Central limit theorem for quadratic forms for sparse tables

DOI10.1016/0047-259X(87)90090-XzbMath0623.62014MaRDI QIDQ1091690

Prabir Burman

Publication date: 1987

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityquadratic formscentral limit theoremweighted meanmultinomial samplingPoisson samplingPearson's chi-squareobserved countssparse tablesweighted quadratic mean

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sampling theory, sample surveys (62D05) Contingency tables (62H17)

Related Items (5)

Smoothing categorical data ⋮ On some testing problems for sparse contingency tables. ⋮ Smoothing sparse multinomial data using local polynomial fitting ⋮ Central limit theorem for the total squared error of local polynomial estimators of cell probabilities ⋮ \(L_2\)-tests for sparse multinomials

Cites Work

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• On the application of symmetric Dirichlet distributions and their mixtures to contingency tables. II
• Central limit theorems for multinomial sums
• A quadratic measure of deviation of two-dimensional density estimates and a test of independence
• Log-linear models and frequency tables with small expected cell counts
• Testing for ellipsoidal symmetry of a multivariate density
• Dependent central limit theorems and invariance principles
• On some global measures of the deviations of density function estimates
• Small-Sample Comparisons of Exact Levels for Chi-Squared Goodness-of-Fit Statistics
• Asymptotic normality and efficiency for certain goodness-of-fit tests

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