A Weighted Central Limit Theorem Under Sublinear Expectations

DOI10.1080/03610926.2012.665557zbMath1398.60044arXiv1105.0727OpenAlexW2046315308MaRDI QIDQ2815385

Defei Zhang, Zeng-Jing Chen

Publication date: 28 June 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.0727

zbMATH Keywords

central limit theoremsublinear expectationsG-distributedweighted sum of independent random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Related Items

Central limit theorems for sub-linear expectation under the Lindeberg condition, Large deviation principle for random variables under sublinear expectations on \(\mathbb{R}^d\), Complete integral convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations, Central limit theorems for bounded random variables under belief measures, An \(\alpha\)-stable limit theorem under sublinear expectation, Complete convergence for weighted sums of widely acceptable random variables under sublinear expectations, Large deviation for negatively dependent random variables under sublinear expectation, Some types of convergence for negatively dependent random variables under sublinear expectations, Multi-dimensional central limit theorems and laws of large numbers under sublinear expectations

Cites Work

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