Non-linear functionals preserving normal distribution and their asymptotic normality

MaRDI QIDQ4612554zbMATH OpenFDO

Authors L. A. Khachatryan, B. S. Nahapetian

Publication date 31 January 2019

zbMATH Keywords

central limit theoremnormal distributionnon-linear functional on several variables

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Applications of functional analysis in probability theory and statistics (46N30) Central limit and other weak theorems (60F05)

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Cites work

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• A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables
• A note on asymptotics of linear combinations of IID random variables
• A weighted central limit theorem
• Mixing: Properties and examples

Cited in

(2)

• Properties and Applications of Preimage Distributions of Perfect Nonlinear Functions
• Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights

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