Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10526206 | Statistics & Probability Letters | 2005 | 10 Pages |
Abstract
We derive a lognormal limit theorem for products of independent sums of positive random variables or, in general, products of non-degenerate independent U-statistics. An application of the result gives a limit theorem for the determinant of a Wishart matrix.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Grzegorz RempaÅa, Jacek WesoÅowski,