A central limit theorem for the sum of generalized linear and quadratic forms

Authors
Eubank, RL Wang, SJ
Citation
Rl. Eubank et Sj. Wang, A central limit theorem for the sum of generalized linear and quadratic forms, STATISTICS, 33(1), 1999, pp. 85-91
Citations number
3
Categorie Soggetti
Mathematics
Journal title
STATISTICS
ISSN journal
02331888 → ACNP
Volume
33
Issue
1
Year of publication
1999
Pages
85 - 91
Database
ISI
SICI code
0233-1888(1999)33:1<85:ACLTFT>2.0.ZU;2-E
Abstract
A central limit theorem is established for the sum of stochastically depend ent generalized linear and quadratic forms which is often seen in statistic al applications. It is shown that a mild correlation type condition is suff icient to ensure that Liapounoff type conditions on the linear and quadrati c forms individually will imply asymptotic normality of their sum.