Limit theorems for symmetric statistics of exchangeable random variables (Q1802440)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Limit theorems for symmetric statistics of exchangeable random variables |
scientific article; zbMATH DE number 203395
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for symmetric statistics of exchangeable random variables |
scientific article; zbMATH DE number 203395 |
Statements
Limit theorems for symmetric statistics of exchangeable random variables (English)
0 references
30 January 1994
0 references
The authors prove a central limit theorem for symmetric statistics of exchangeable random variables. It is an extension of the work of \textit{E. B. Dynkin} and \textit{A. Mandelbaum} [Ann. Stat. 11, 739-745 (1983; Zbl 0518.60050)] with an alternate proof. Wiener-Itô multiple integrals are used to express some examples including classical CLT for exchangeable sequences and limit distributions of some \(U\)-statistics.
0 references
multiple Wiener-Itô integral
0 references
\(U\)-statistics
0 references
central limit theorem
0 references
exchangeable random variables
0 references
0 references
