On the asymptotic distribution of randomly weighted averages of random vectors

DOI10.1016/J.SPL.2021.109231MaRDI QIDQ2244544zbMATH OpenOpenAlexFDO

Authors Rasool Roozegar, Hamid Reza Taherizadeh Zarch

Publication date 12 November 2021

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

Full work available at URL https://doi.org/10.1016/j.spl.2021.109231

zbMATH Keywords

characteristic functionDirichlet distributionlimiting distributionrandomly weighted average

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• Averages for multivariate random vectors with random weights: distributional characterization and application
• scientific article; zbMATH DE number 4044837 (Why is no real title available?)
• scientific article; zbMATH DE number 847272 (Why is no real title available?)
• scientific article; zbMATH DE number 3238721 (Why is no real title available?)
• On distribution of randomly ordered uniform incremental weighted averages: divided difference approach
• On the asymptotic behavior of randomly weighted averages

Cited in

(3)

• On the asymptotic behavior of randomly weighted averages
• scientific article; zbMATH DE number 30725 (Why is no real title available?)
• Averages for multivariate random vectors with random weights: distributional characterization and application

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