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Zapiski Nauchnykh Seminarov POMI, 2007, Volume 341, Pages 81–114 (Mi znsl135)  

This article is cited in 6 scientific papers (total in 6 papers)

Asymptotic expansion in the central limit theorem for quadratic forms

F. Götzea, A. N. Tikhomirovb, V. A. Yurchenkoc

a Bielefeld University
b Saint-Petersburg State University
c Syktyvkar State University
Full-text PDF (318 kB) Citations (6)
References:
Abstract: We consider the statistic of the form
$$ Q_n=\sum_{j=1}^N a_{jj}(X_j^2-\mu_2)+\sum_{1\le j\ne k\le N}a_{jk}X_jX_k, $$
where $X_j$ are i.i.d. random variables with the finite sixth moment. We obtain the rate of convergence in the central limit theorem for one term Edgeworth expansion. Furthermore, applications to Toeplitz matrices, quadratic form of ARMA-processes, goodness-of-fit as well as spacing statistics are included.
Received: 22.11.2006
English version:
Journal of Mathematical Sciences (New York), 2007, Volume 147, Issue 4, Pages 6891–6911
DOI: https://doi.org/10.1007/s10958-007-0512-8
Bibliographic databases:
UDC: 519.21
Language: English
Citation: F. Götze, A. N. Tikhomirov, V. A. Yurchenko, “Asymptotic expansion in the central limit theorem for quadratic forms”, Probability and statistics. Part 11, Zap. Nauchn. Sem. POMI, 341, POMI, St. Petersburg, 2007, 81–114; J. Math. Sci. (N. Y.), 147:4 (2007), 6891–6911
Citation in format AMSBIB
\Bibitem{GotTikYur07}
\by F.~G\"otze, A.~N.~Tikhomirov, V.~A.~Yurchenko
\paper Asymptotic expansion in the central limit theorem for quadratic forms
\inbook Probability and statistics. Part~11
\serial Zap. Nauchn. Sem. POMI
\yr 2007
\vol 341
\pages 81--114
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl135}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2363586}
\zmath{https://zbmath.org/?q=an:1123.60013}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2007
\vol 147
\issue 4
\pages 6891--6911
\crossref{https://doi.org/10.1007/s10958-007-0512-8}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-36049052572}
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  • https://www.mathnet.ru/eng/znsl/v341/p81
  • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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    References:41
     
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