共查询到3条相似文献,搜索用时 15 毫秒
1.
M. Gharib 《Australian & New Zealand Journal of Statistics》1998,40(1):95-102
This paper obtains some estimates for the rate of convergence in the multi-dimensional central limit theorem for vector-valued functions of a homogeneous Markov chain without assuming the finiteness of their absolute third moment. These estimates have a universal character and generalize the results that hold when the third moments are finite. 相似文献
2.
A central limit theorem for a linear combination of all the maximum likelihood estimators with an increasing dimension for affiliation networks has been established. Simulation studies are provided to illustrate the asymptotic results. 相似文献
3.
Some asymptotic expansions not necessarily related to the central limit theorem are studied. We first observe that the smoothing inequality of Esseen implies the proximity, in the Kolmogorov distance sense, of the distributions of the random variables of two random sequences satisfying a sort of general asymptotic relation. We then present several instances of this observation. A first example, partially motivated by the the statistical theory of high precision measurements, is given by a uniform asymptotic approximation to (g(X + μ n )) n∈?, where g is some smooth function, X is a random variable and (μ n ) n∈? is a sequence going to infinity; a multivariate version is also stated and proved. We finally present a second class of examples given by a randomization of the interesting parameter in some classical asymptotic formulas; namely, a generic Laplace's type integral, randomized by the sequence (μ n X) n∈?, X being a Gamma distributed random variable. 相似文献