A central limit theorem for quadruple-wise independent arrays of random variables

Cristina Tone

Statistics & Probability Letters, 2016, vol. 110, issue C, 58-61

Abstract: While the question of whether for a nondegenerate strictly stationary sequence with finite second moments, quadruple-wise independence implies the CLT remains open, we show that the CLT holds for a triangular array of quadruple-wise independent random variables which, in addition, are strongly mixing and satisfy the Lindeberg condition.

Keywords: Central limit theorem; Strongly mixing; Quadruple-wise independence; Lindeberg condition (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2015.11.007

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