Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7548589 | Statistics & Probability Letters | 2018 | 4 Pages |
Abstract
We fill two gaps in the literature on central limit theorems. First we state and prove a generalization of the Cramér-Wold device which is useful for establishing multivariate central limit theorems without the need for assuming the existence of a limiting covariance matrix. Second we extend and provide a detailed proof of a very useful result for establishing univariate central limit theorems.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Christophe Ange Napoléon Biscio, Arnaud Poinas, Rasmus Waagepetersen,