A martingale approach to central limit theorems for exchangeable random variables

DOI10.2307/3212960zbMath0444.60016OpenAlexW2320708759MaRDI QIDQ3888232

Neville C. Weber

Publication date: 1980

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

Full work available at URL: https://doi.org/10.2307/3212960

zbMATH Keywords

central limit theoreminvariance principleexchangeable random variables

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

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A nearest neighbor estimate of the residual variance ⋮ The limit theorem for maximum of partial sums of exchangeable random variables ⋮ Weak convergence of row and column exchangeable arrays ⋮ Asymptotics for multisample statistics ⋮ Convergence rates for residual branching particle filters ⋮ Central limit theorems for weighted sums of exchangeable random elements in banach spaces⁽¹⁾ ⋮ On the invariance principle for exchangeable random variables ⋮ Simulation and Analytical Approach to the Identification of Significant Factors ⋮ A uniform law of large numbers and empirical central limit theorem for limits of finite populations ⋮ Strong laws of large numbers for triangular arrays of exchangeable random variables

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