Limit theorems for empirical Frechet means of independent and non-identically distributed manifold-valued random variables

被引:30
|
作者
Kendall, Wilfrid S. [1 ]
Le, Huiling [2 ]
机构
[1] Univ Warwick, Dept Stat, Coventry CV4 7AL, W Midlands, England
[2] Univ Nottingham, Sch Math Sci, Nottingham NG7 2RD, England
关键词
Central approximation theorem; central limit theorem; curvature; empirical Frechet mean; exponential map; Frechet mean; gradient; Hessian; Kahler manifold; Lindeberg condition; Newton's method; Riemannian centre of mass; weak law of large numbers; EXTRINSIC SAMPLE MEANS; CONVEXITY; EXISTENCE; BARYCENTRES; UNIQUENESS; MASS;
D O I
10.1214/11-BJPS141
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
We prove weak laws of large numbers and central limit theorems of Lindeberg type for empirical centres of mass (empirical Frechet means) of independent nonidentically distributed random variables taking values in Riemannian manifolds. In order to prove these theorems we describe and prove a simple kind of Lindeberg-Feller central approximation theorem for vector-valued random variables, which may be of independent interest and is therefore the subject of a self-contained section. This vector-valued result allows us to clarify the number of conditions required for the central limit theorem for empirical Frechet means, while extending its scope.
引用
收藏
页码:323 / 352
页数:30
相关论文
共 50 条