A Multivariate CLT for Decomposable Random Vectors with Finite Second Moments

M. Raič ()
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M. Raič: University of Ljubljana

Journal of Theoretical Probability, 2004, vol. 17, issue 3, 573-603

Abstract: Abstract Stein's method is used to derive a CLT for dependent random vectors possessing the dependence structure from Barbour et al. J. Combin. Theory Ser. B 47, 125–145, but under the assumption of second moments only. This allows us to derive Lindeberg–Feller type theorems for sums of random vectors with certain dependence structures. We apply the main theorem to the study of three problems: local dependence, random graph degree statistics and finite population statistics. In particular, we consider U-statistics of independent observations as well as of observations drawn without replacement.

Keywords: Stein's method; multivariate central limit theorems; random graphs; dependence graph; finite population statistics (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1023/B:JOTP.0000040290.44087.68

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