کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1148515 1489754 2016 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On normal variance–mean mixtures as limit laws for statistics with random sample sizes
ترجمه فارسی عنوان
در مخلوط های معمول واریانس میانگین ها به عنوان قوانین محدود برای آمار با اندازه نمونه تصادفی است
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
چکیده انگلیسی


• We prove a general transfer theorem for multivariate random sequences with independent random indexes in the double array limit setting.
• Special attention is paid to the case where the elements of the basic double array are formed as statistics constructed from samples with random sizes.
• Under rather natural conditions we prove the theorem on convergence of the distributions of such statistics to multivariate normal variance–mean mixtures and, in particular, to multivariate generalized hyperbolic laws.

We prove a general transfer theorem for multivariate random sequences with independent random indexes in the double array limit setting. We also prove its partial inverse providing necessary and sufficient conditions for the convergence of randomly indexed random sequences. Special attention is paid to the case where the elements of the basic double array are formed as statistics constructed from samples with random sizes. Under rather natural conditions we prove the theorem on convergence of the distributions of such statistics to multivariate normal variance–mean mixtures and, in particular, to multivariate generalized hyperbolic laws.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 169, February 2016, Pages 34–42
نویسندگان
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