Empirical central limit theorems for exchangeable random variables

This paper provides an empirical central limit theorem (CLT) for exchangeable random variables when the norming constants in the regular CLT are with h(n) a slowly varying function. The situation with norming constants of the form nh(n) is also discussed.

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Year of publication:	2002
Authors:	Jiang, Xinxin ; Hahn, Marjorie G.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 59.2002, 1, p. 75-81
Publisher:	Elsevier
Keywords:	Empirical central limit theorem Exchangeable random variable

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223708