Matrix normalization of sums of random vectors in the domain of attraction of the multivariate normal

DOI10.1214/aop/1176994776zbMath0428.60032OpenAlexW2085373282MaRDI QIDQ1137304

Michael J. Klass, Marjorie G. Hahn

Publication date: 1980

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994776

zbMATH Keywords

central limit theoreminfinite variancemultivariate normalmatrix normalizationrandom vectorstruncated correlation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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