Weak convergence of row and column exchangeable arrays

DOI10.1080/17442509208833779zbMath0756.60037OpenAlexW2011127336MaRDI QIDQ4019367

B. Gail Ivanoff, Neville C. Weber

Publication date: 16 January 1993

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509208833779

zbMATH Keywords

covariance functionGaussian processBrownian bridge\(U\)-statisticsexchangeable

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Brownian motion (60J65) Exchangeability for stochastic processes (60G09)

Cites Work

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• Weak convergence of generalized U-statistics
• Poisson convergence in two dimensions with application to row and column exchangeable arrays
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• A martingale approach to central limit theorems for exchangeable random variables
• The Invariance Principle for a Lattice of Random Variables
• Inequalities with Applications to the Weak Convergence of Random Processes with Multi-Dimensional Time Parameters
• Canonical representations and convergence criteria for processes with interchangeable increments
• Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Consistency and Unbiasedness of Certain Nonparametric Tests

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