Limit theorems for symmetric statistics of exchangeable random variables
type: Item
instance of: scholarly article
title: Limit theorems for symmetric statistics of exchangeable random variables
zbMATH Open document ID: 0780.60023
DOI: 10.1016/0167-7152(93)90010-G
published in: Statistics \& Probability Letters
publication date: 1994-01-30T00:00:00Z
review text: The authors prove a central limit theorem for symmetric statistics of exchangeable random variables. It is an extension of the work of \textit{E. B. Dynkin} and \textit{A. Mandelbaum} [Ann. Stat. 11, 739-745 (1983; Zbl 0518.60050)] with an alternate proof. Wiener-Itô multiple integrals are used to express some examples including classical CLT for exchangeable sequences and limit distributions of some \(U\)-statistics.
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60G09
zbMATH DE Number: 203395
zbMATH Keywords: multiple Wiener-Itô integral
zbMATH Keywords: \(U\)-statistics
zbMATH Keywords: central limit theorem
zbMATH Keywords: exchangeable random variables
author: V. S. Mandrekar
author: Ronald Patterson
reviewed by: Zbigniew J. Jurek
MaRDI profile type: Publication
cites work: Q4183968
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full work available at URL: 0167-7152(93)90010-g
OpenAlex ID: W1991236568
description: scientific article; zbMATH DE number 203395