𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Degenerate(U)- and(V)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics

✍ Scribed by Anne Leucht, Michael H. Neumann

Book ID
118794776
Publisher
Springer Japan
Year
2012
Tongue
English
Weight
445 KB
Volume
65
Category
Article
ISSN
0020-3157

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Asymptotics for Multivariate t-Statistic
Asymptotics for Multivariate t-Statistic and Hotellingβ€²s T2-Statistic Under Infinite Second Moments via Bootstrapping
✍ S.J. Sepanski πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 573 KB

We define the appropriate analogue of Student's \(t\)-statistic for multivariate data, and prove that it is asymptotically normal for random vectors in the domain of attraction of the normal law. We also prove that Hotelling's \(T^{2}\)-statistic has a chisquared limiting distribution for random vec