A Central Limit Theorem for the Sum of Generalized Linear and Quadratic Forms
作者:
R. L. Eubank,
Suojin Wang,
期刊:
Statistics
(Taylor Available online 1999)
卷期:
Volume 33,
issue 1
页码: 85-91
ISSN:0233-1888
年代: 1999
DOI:10.1080/02331889908802683
出版商: Gordon & Breach Science Publishers
关键词: Central limit theorem;dependent sum;generalized quadratic;forms;linear forms
数据来源: Taylor
摘要:
A central limit theorem is established for the sum of stochastically dependent generalized linear and quadratic forms which is often seen in statistical applications. It is shown that a mild correlation type condition is sufficient to ensure that Liapounoff type conditions on the linear and quadratic forms individually will imply asymptotic normality of their sum.
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