Some Conditional Limit Theorems in Exponential Families
Holst, Lars
Ann. Probab., Tome 9 (1981) no. 6, p. 818-830 / Harvested from Project Euclid
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Consider a sample from a $p$-dimensional exponential family and a random vector whose distribution is the same as that of the sample given a sufficient statistic. General limit theorems for functions of sum-type for such random vectors are obtained; simple sums, linear combinations, $m$-dependent sums, and $U$-statistics are considered. The results are illustrated by some examples.
Publié le : 1981-10-14
Classification:  Conditional limit theorems,  exponential families,  $U$-statistics,  $m$-dependence,  urn models,  gamma distribution,  spacings,  60F05,  62E20 
@article{1176994310,
     author = {Holst, Lars},
     title = {Some Conditional Limit Theorems in Exponential Families},
     journal = {Ann. Probab.},
     volume = {9},
     number = {6},
     year = {1981},
     pages = { 818-830},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994310}
}

Holst, Lars. Some Conditional Limit Theorems in Exponential Families. Ann. Probab., Tome 9 (1981) no. 6, pp.  818-830. http://gdmltest.u-ga.fr/item/1176994310/