Asymptotic distribution for products of sums under dependence

被引：0
|
作者：
Yun-Xia Li
Jian-Feng Wang
机构：
[1] Zhejiang University of Finance and Economics,School of Mathematics and Statistics
[2] Zhejiang Local Taxation Bureau,undefined
来源：
Metrika | 2007年 / 66卷
关键词：
Asymptotic distribution; Products of sums; Linear positive quadrant dependence; Linear negative quadrant dependence; 60F05; 60F15;
D O I：
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学科分类号：
摘要：
The product of partial sums of linear positive (negative) quadrant dependent, positive random variables is asymptotically lognormal. This extends the earlier work on independent, positive random variables [see Rempala and Wegolowski Elect Comm Probab 7:47–54, 2002].
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页码：75 / 87
页数：12
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