Convergence results for sequences of quadratic forms
作者:
James M. Wilmesmeier,
F. T. Wright,
期刊:
Canadian Journal of Statistics
(WILEY Available online 1982)
卷期:
Volume 10,
issue 1
页码: 39-47
ISSN:0319-5724
年代: 1982
DOI:10.2307/3315074
出版商: Wiley‐Blackwell
关键词: Quadratic forms;degenerate convergence;tail probabilities;rates of convergence.
数据来源: WILEY
摘要:
AbstractLet (XI,)be a sequence of independent random variables, and let Qn= where for each N,(an:,k)is a doubly indexed sequence of weights. The convergence and the rate of convergence of the sequence of quadratic forms {Qn} are studied. These quadratic forms are linear sums of dependent variables; however, their convergence properties are similar to those of linear sums of independent variables provided the variables have finite rth absolute moments with 0
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