Asymptotic distribution of quadratic forms
From MaRDI portal
Publication:1807205
DOI10.1214/aop/1022677395zbMath0941.60049OpenAlexW2035489382MaRDI QIDQ1807205
Alexander Tikhomirov, Friedrich Götze
Publication date: 9 November 1999
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1022677395
Related Items (24)
Thresholds for detecting an anomalous path from noisy environments ⋮ A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS ⋮ Berry-Esseen bounds for functionals of independent random variables ⋮ Modeling and testing for joint association using a genetic random field model ⋮ Sharp deviation bounds for quadratic forms ⋮ Normal approximation for generalizedU-statistics and weighted random graphs ⋮ High-dimensional central limit theorems for homogeneous sums ⋮ An improvement of a nonuniform bound for unbounded exchangeable pairs ⋮ Total variation distance between stochastic polynomials and invariance principles ⋮ Quantitative CLT for linear eigenvalue statistics of Wigner matrices ⋮ Inference of weighted \(V\)-statistics for nonstationary time series and its applications ⋮ Testing for additivity with B-splines ⋮ A new method of normal approximation ⋮ Densities of distributions of homogeneous functions of Gaussian random vectors ⋮ Non-uniform Berry-Esseen bound by unbounded exchangeable pairs approach ⋮ Stein approximation for functionals of independent random sequences ⋮ ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES ⋮ A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test ⋮ Consistency of chi-squared test with varying number of classes ⋮ LLN for quadratic forms of long memory time series and its applications in random matrix theory ⋮ Stein's method of exchangeable pairs in multivariate functional approximations ⋮ On asymptotic proximity of distributions ⋮ Model-free tests for series correlation in multivariate linear regression ⋮ Asymptotic expansions in non-central limit theorems for quadratic forms
This page was built for publication: Asymptotic distribution of quadratic forms
