A weighted central limit theorem

Michel Weber

Statistics & Probability Letters, 2006, vol. 76, issue 14, 1482-1487

Abstract: Let be a sequence of centered square integrable iid random variables. Let be a sequence of reals and note Sn=w1X1+...+wnXn, . We obtain sharp sufficient conditions for the CLT of normalized weighted sums . We also deduce a sharp version of the ASCLT.

Keywords: CLT; ASCLT; Weighted; sums; of; iid; random; variables; Quasi-orthogonal; systems (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (1)

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