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Zapiski Nauchnykh Seminarov POMI, 2007, Volume 341, Pages 81–114
(Mi znsl135)
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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
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
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
Linking options:
https://www.mathnet.ru/eng/znsl135 https://www.mathnet.ru/eng/znsl/v341/p81
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Abstract page: | 366 | Full-text PDF : | 131 | References: | 41 |
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