Asymptotics for products of independent sums with an application to Wishart determinants

Statistics and Probability Letters

Volumn 74, Issue 2, 2005, Pages 129-138

  Rempała, Grzegorz ^a,b   Wesołowski, Jacek ^c  

^a UNIVERSITY OF MINNESOTA   (United States)

^b UNIVERSITY OF LOUISVILLE   (United States)

^c WARSAW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

Central limit theorem; Lognormal distribution; Products of sums of iid rv's; U statistics; Wishart determinant

Indexed keywords

EID: 23044457101     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2005.04.034     Document Type: Article

References (8)

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4. W. Hoeffding A class of statistics with asymptotically normal distribution Ann. Math. Statist. 19 1948 293-325
5. Lee, A.J., 1990. U-Statistics, Statistics: Textbooks and Monographs, Theory and Practice, vol. 110. Marcel Dekker, New York.
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8. G. Rempała J. Wesołowski Asymptotics for products of sums and U-statistics Electron. Comm. Probab. 7 2002 47-54