Limit theorems for symmetric statistics of exchangeable random variables

DOI10.1016/0167-7152(93)90010-GMaRDI QIDQ1802440zbMATH OpenOpenAlexFDO

Authors V. S. Mandrekar, Ronald Patterson

Publication date 30 January 1994

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(93)90010-g

zbMATH Keywords

\(U\)-statisticscentral limit theoremexchangeable random variablesmultiple Wiener-Itô integral

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Exchangeability for stochastic processes (60G09) Stochastic integrals (60H05)

Review text

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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Cited in

(12)

• Limit theorem for random symmetric functions
• Limit theorem for symmetric statistics with respect to Weyl transformation: Disappearance of dependency
• Empirical central limit theorems for exchangeable random variables
• Limit theorems for distributions invariant under groups of transformations
• A limit theorem of symmetric statistics for nonidentically distributed independent random elements
• The limit theorem for maximum of partial sums of exchangeable random variables
• Some limit theorems for linear processes generated by symmetrically exchangeable random variables
• scientific article; zbMATH DE number 3899850 (Why is no real title available?)
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• Symmetry of functions and exchangeability of random variables
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• Invariance principle for symmetric statistics

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