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Asymptotic normality of quadratic forms with random vectors of increasing dimension - MaRDI portal

Asymptotic normality of quadratic forms with random vectors of increasing dimension (Q1686240)

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scientific article; zbMATH DE number 6820942
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Asymptotic normality of quadratic forms with random vectors of increasing dimension
scientific article; zbMATH DE number 6820942

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    Asymptotic normality of quadratic forms with random vectors of increasing dimension (English)
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    21 December 2017
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    chi-square test with increasing number of cells
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    empirical likelihood
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    equal marginals
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    independence of components of high-dimensional normal random vectors
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    Lindeberg condition
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    martingale central limit theorem
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