On the central limit problem for partially exchangeable random variables with values in a Hilbert space

被引:1
|
作者
Regazzini, E
Sazonov, VV
机构
[1] Univ L Bocconi, IMQ, I-20136 Milan, Italy
[2] RAN, VA Steklov Math Inst, Moscow 117966, Russia
关键词
central limit problem; partial exchangeability; mixture of measures; Hilbert space;
D O I
10.1137/S0040585X97976520
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This paper deals with a central limit problem for columnwise exchangeable arrays of a Hilbert space valued random variables satisfying the condition of conditional uniform asymptotic negligibility. It is proved that rowwise sums may converge in distribution only to an exchangeable sequence of random variables whose distribution is a mixture of infinitely divisible distributions. Conditions for convergence to a specific distribution and, in particular, to a mixture of Gaussian distributions, are also given.
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页码:656 / 670
页数:15
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