Central limit theorems revisited

DOI10.1016/S0167-7152(99)00164-9zbMath0963.60016OpenAlexW2086152777WikidataQ126804668 ScholiaQ126804668MaRDI QIDQ1976508

Kanchan Mukherjee, Suman Majumdar, Subrata Kundu

Publication date: 13 June 2001

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(99)00164-9

zbMATH Keywords

weak convergenceHilbert spacecentral limit theoremLindeberg conditionmartingale difference array

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (34)

Bias reduction by projection on parametric models in Hilbertian nonparametric regression ⋮ Tests for circular symmetry of complex-valued random vectors ⋮ Fast goodness-of-fit tests based on the characteristic function ⋮ On goodness-of-fit tests for the Bell distribution ⋮ On a test of normality based on the empirical moment generating function ⋮ Extension of the continuity theorems of Lebesgue integration ⋮ Approximating the null distribution of a class of statistics for testing independence ⋮ Equivalence of asymptotic normality of the two sample pivot and the vector of standardized sample means ⋮ On estimators of the mean of Infinite dimensional data in finite populations ⋮ A goodness-of-fit test for the compound Poisson exponential model ⋮ Regression when both response and predictor are functions ⋮ On the Asymptotic Efficiency of Directional Models Checks for Regression ⋮ Testing for affine equivalence of elliptically symmetric distributions. ⋮ Nonparametric depth and quantile regression for functional data ⋮ Additive regression with Hilbertian responses ⋮ Unnamed Item ⋮ Invariant tests for symmetry about an unspecified point based on the empirical characteristic function. ⋮ Testing for the bivariate Poisson distribution ⋮ Fast tests for the two-sample problem based on the empirical characteristic function ⋮ A class of tests for the two-sample problem for count data ⋮ Score test of fit for composite hypothesis in the GARCH\((1,1)\) model ⋮ Testing for the Poisson-Tweedie distribution ⋮ Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes ⋮ A two-sample test for the error distribution in nonparametric regression based on the characteristic function ⋮ The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions ⋮ Testing for normality in any dimension based on a partial differential equation involving the moment generating function ⋮ Asymptotic data analysis on manifolds ⋮ Nonparametric tests for conditional symmetry ⋮ On the empirical characteristic function process of the residuals in GARCH models and applications ⋮ Two-sample tests based on empirical Hankel transforms ⋮ Additive regression for predictors of various natures and possibly incomplete Hilbertian responses ⋮ Convergence rates for kernel regression in infinite-dimensional spaces ⋮ Testing for the symmetric component in skew distributions ⋮ Multi-sample comparison using spatial signs for infinite dimensional data

Cites Work

• Functional central limit theorems in Banach spaces
• Uniform and nonuniform estimates in the CLT for Banach valued dependent random variables
• Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures
• A counterexample to the approximation problem in Banach spaces
• Convergence of stochastic processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Central limit theorems revisited