Statistical Version of the Central Limit Theorem for Vector-Valued Random Fields
Matematičeskie zametki, Tome 76 (2004) no. 4, pp. 490-501
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The classical central limit theorem due to Newman for real-valued strictly stationary associated random fields is generalized to strictly stationary quasi-associated vector-valued random fields comprising, in particular, positively or negatively associated fields with finite second moments. We also establish a version of the CLT with random matrix normalization which allows us to construct approximate confidence intervals for the unknown mean vector.
@article{MZM_2004_76_4_a1,
author = {A. V. Bulinski},
title = {Statistical {Version} of the {Central} {Limit} {Theorem} for {Vector-Valued} {Random} {Fields}},
journal = {Matemati\v{c}eskie zametki},
pages = {490--501},
publisher = {mathdoc},
volume = {76},
number = {4},
year = {2004},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MZM_2004_76_4_a1/}
}
A. V. Bulinski. Statistical Version of the Central Limit Theorem for Vector-Valued Random Fields. Matematičeskie zametki, Tome 76 (2004) no. 4, pp. 490-501. http://geodesic.mathdoc.fr/item/MZM_2004_76_4_a1/