A statistical version of the central limit theorem for vector-valued random fields.
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.
scientific article; zbMATH DE number 2177656