A Multivariate Central Limit Theorem for Random Linear Vector Forms
Eicker, F.
Ann. Math. Statist., Tome 37 (1966) no. 6, p. 1825-1828 / Harvested from Project Euclid
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In [2] a central limit theorem [CLT] for sequences of univariate random linear forms was proved. That result is extended in this note to a multivariate CLT for $q$-dimensional linear forms of constant $q$-vectors with real-valued random weight coefficients. Some applications are indicated in Section 3.
Publié le : 1966-12-14
Classification:  
@article{1177699175,
     author = {Eicker, F.},
     title = {A Multivariate Central Limit Theorem for Random Linear Vector Forms},
     journal = {Ann. Math. Statist.},
     volume = {37},
     number = {6},
     year = {1966},
     pages = { 1825-1828},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177699175}
}

Eicker, F. A Multivariate Central Limit Theorem for Random Linear Vector Forms. Ann. Math. Statist., Tome 37 (1966) no. 6, pp.  1825-1828. http://gdmltest.u-ga.fr/item/1177699175/