Asymptotics for products of independent sums with an application to Wishart determinants

Grzegorz Rempala and Jacek Wesolowski

Statistics & Probability Letters, 2005, vol. 74, issue 2, 129-138

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.

Keywords: Central; limit; theorem; Lognormal; distribution; Products; of; sums; of; iid; rv's; Wishart; determinant; U-statistics (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (2)

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