A statistical version of the central limit theorem for vector-valued random fields.
type: Item
instance of: scholarly article
title: A statistical version of the central limit theorem for vector-valued random fields.
zbMATH Open document ID: 1070.62083
published in: Mathematical Notes
publication date: 2005-06-21T00:00:00Z
review text: The aim of this paper is to prove a central limit theorem (CLT) for strictly stationary quasi-associated vector-valued random fields comprising, in particular, positively or negatively associated fields with finite second moments. The author also establishes a version of the CLT with random matrix normalisation which allows him to construct approximate confidence intervals for the unknown mean vectors.
Mathematics Subject Classification ID: 62M40
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62F25
Mathematics Subject Classification ID: 60B12
Mathematics Subject Classification ID: 60G60
zbMATH DE Number: 2177656
zbMATH Keywords: vector-valued random fields
zbMATH Keywords: dependence conditions
zbMATH Keywords: quasi-association
zbMATH Keywords: central limit theorem
zbMATH Keywords: random matrix normalization
author: Alexander V. Bulinski
reviewed by: N. G. Gamkrelidze
MaRDI profile type: Publication
full work available at URL: b:matn.0000043475.02039.e0
OpenAlex ID: W2015059574
DOI: 10.1023/B:MATN.0000043475.02039.E0
description: scientific article; zbMATH DE number 2177656