About the Lindeberg method for strongly mixing sequences
ESAIM: Probability and Statistics (2010)
- Volume: 1, page 35-61
- ISSN: 1292-8100
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topRio, Emmanuel. "About the Lindeberg method for strongly mixing sequences." ESAIM: Probability and Statistics 1 (2010): 35-61. <http://eudml.org/doc/116579>.
@article{Rio2010,
abstract = {
We extend the Lindeberg method for the central limit theorem to
strongly mixing sequences. Here we obtain a generalization of the
central limit theorem of Doukhan, Massart and Rio to nonstationary
strongly mixing triangular arrays. The method also provides estimates
of the Lévy distance between the distribution of the normalized sum
and the standard normal.
},
author = {Rio, Emmanuel},
journal = {ESAIM: Probability and Statistics},
keywords = {Deviation inequalities / concentration of measure /
logarithmic Sobolev inequalities / empirical processes.; deviation inequalities; concentration of measure; logarithmic Sobolev inequalities; empirical processes; central limit theorem; strongly mixing triangular arrays; Lévy distance},
language = {eng},
month = {3},
pages = {35-61},
publisher = {EDP Sciences},
title = {About the Lindeberg method for strongly mixing sequences},
url = {http://eudml.org/doc/116579},
volume = {1},
year = {2010},
}
TY - JOUR
AU - Rio, Emmanuel
TI - About the Lindeberg method for strongly mixing sequences
JO - ESAIM: Probability and Statistics
DA - 2010/3//
PB - EDP Sciences
VL - 1
SP - 35
EP - 61
AB -
We extend the Lindeberg method for the central limit theorem to
strongly mixing sequences. Here we obtain a generalization of the
central limit theorem of Doukhan, Massart and Rio to nonstationary
strongly mixing triangular arrays. The method also provides estimates
of the Lévy distance between the distribution of the normalized sum
and the standard normal.
LA - eng
KW - Deviation inequalities / concentration of measure /
logarithmic Sobolev inequalities / empirical processes.; deviation inequalities; concentration of measure; logarithmic Sobolev inequalities; empirical processes; central limit theorem; strongly mixing triangular arrays; Lévy distance
UR - http://eudml.org/doc/116579
ER -
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