scientific article; zbMATH DE number 4182499

zbMATH Open0717.60036MaRDI QIDQ5748664FDOQ5748664

Authors: Jiaxin Chen 

Publication date: 1989

Title of this publication is not available (Why is that?)

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zbMATH Keywords

central limit theoremLindeberg-Lévy theorem for martingales

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Cited In (15)

• An asymptotic theory for sample covariances of Bernoulli shifts
• The coefficient of variation asymptotic distribution in the case of non-iid random variables
• Asymptotic distribution of vector variance standardized variable without duplication
• Asymptotic behaviour of the empirical distance covariance for dependent data
• Stochastic analysis of covariance when the error distribution is long-tailed symmetric
• Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution
• Sample Covariance Matrices of Heavy-Tailed Distributions
• Asymptotic normality of the sample mean and covariances of evanescent fields in noise
• Large-Sample Theory for the Bergsma-Dassios Sign Covariance
• Asymptotics of the sample coefficient of variation and the sample dispersion
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• Martingale approximation of eigenvalues for common factor representation
• Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample
• Asymptotically distribution‐free methods for the analysis of covariance structures
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