scientific article; zbMATH DE number 4182499

MaRDI QIDQ5748664zbMATH OpenFDO

Authors Jiaxin Chen

Publication date 1989

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)

Recommendations

• Publication:4935607
• scientific article; zbMATH DE number 966732
• scientific article; zbMATH DE number 4082718
• Asymptotics of the sample coefficient of variation and the sample dispersion
• The asymptotic covariance matrix of sample correlation coefficients under general conditions
• Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution
• scientific article; zbMATH DE number 4090570
• Asymptotic covariance estimation by Gaussian random perturbation
• Asymptotic theory for maximum deviations of sample covariance matrix estimates

Cited in

(15)

• Asymptotic normality of the sample mean and covariances of evanescent fields in noise
• scientific article; zbMATH DE number 3921758 (Why is no real title available?)
• Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution
• Stochastic analysis of covariance when the error distribution is long-tailed symmetric
• An asymptotic theory for sample covariances of Bernoulli shifts
• Asymptotic behaviour of the empirical distance covariance for dependent data
• Asymptotics of the sample coefficient of variation and the sample dispersion
• Large-Sample Theory for the Bergsma-Dassios Sign Covariance
• Martingale approximation of eigenvalues for common factor representation
• The coefficient of variation asymptotic distribution in the case of non-iid random variables
• Asymptotic distribution of vector variance standardized variable without duplication
• Sample Covariance Matrices of Heavy-Tailed Distributions
• scientific article; zbMATH DE number 4082718 (Why is no real title available?)
• 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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5748664)