Central limit theorems for sequences with m(n)-dependent main part

Research output: Contribution to journalArticleScientificpeer-review

5 Citations (Scopus)

Abstract

Let (Xi(n); n ϵ N, 1⩽i⩽h(n)) be a double sequence of random variables with h(n)→∞ as n→∞. Suppose that the sequence can be split into two parts: an m(n)-dependent sequence (Xi,m(n); n ϵ N, 1⩽i⩽h(n)) of main terms and a sequence (Xi,m(n); n ϵ N, 1⩽i⩽h(n)) of residual terms. Here (m(n)) may be unbounded in N. Adding some conditions, especially on the residual terms, we consider central limit theorems for (Xi(n)) based on a theorem for m(n)-dependent sequences. The results are of special interest when score functions are involved, for instance in rank-based procedures.
Original languageEnglish
Pages (from-to)229 - 241
Number of pages13
JournalJournal of Statistical Planning and Inference
Volume32
Publication statusPublished - 1992

Fingerprint Dive into the research topics of 'Central limit theorems for sequences with m(n)-dependent main part'. Together they form a unique fingerprint.

  • Cite this