Asymptotic distribution of quadratic forms and applications

DOI10.1023/A:1014867011101zbMath1002.60018OpenAlexW1969937299MaRDI QIDQ1610506

Friedrich Götze, Alexander Tikhomirov

Publication date: 20 August 2002

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1014867011101

zbMATH Keywords

quadratic formsindependent random variablesBerry-Esseen boundsasymptotics of distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Related Items (16)

Harmonizing Optimized Designs With Classic Randomization in Experiments ⋮ Doubly debiased Lasso: high-dimensional inference under hidden confounding ⋮ Berry-Esseen bounds for functionals of independent random variables ⋮ Quadratic forms of the empirical processes for the two-sample problem for functional data ⋮ Quantitative CLT for linear eigenvalue statistics of Wigner matrices ⋮ Central limit theorem for signal-to-interference ratio of reduced rank linear receiver ⋮ Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs ⋮ A new method of normal approximation ⋮ Asymptotic distributions of the signal-to-interference ratio of LMMSE detection in multiuser communications ⋮ Densities of distributions of homogeneous functions of Gaussian random vectors ⋮ General Gaussian estimation ⋮ Malliavin and Dirichlet structures for independent random variables ⋮ Optimal Rerandomization via a Criterion that Provides Insurance Against Failed Experiments ⋮ Consistency of chi-squared test with varying number of classes ⋮ A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix ⋮ Asymptotic expansions in non-central limit theorems for quadratic forms

This page was built for publication: Asymptotic distribution of quadratic forms and applications