Normal approximation for quasi-associated random fields

被引：35

作者：

Bulinski, A

Suquet, C

机构：

[1] Moscow MV Lomonosov State Univ, Dept Math & Mech, Moscow 119899, Russia

[2] Univ Lille 1, UFR Math, CNRS, F-59655 Villeneuve Dascq, France

来源：

STATISTICS & PROBABILITY LETTERS | 2001年 / 54卷 / 02期

关键词：

random fields; dependence conditions; positive and negative association; Lindeberg function; CLT; convergence rates; maximum of partial sums;

D O I：

10.1016/S0167-7152(01)00108-0

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

For quasi-associated random fields (comprising negatively and positively dependent fields) on Z(d) we use Stein's method to establish the rate of normal approximation for partial sums taken over arbitrary finite subsets U of Z(d). (C) 2001 Elsevier Science B.V. All rights reserved.

引用

页码：215 / 226

页数：12

共 31 条

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Bakhtin Y.Y., 1997, FUNDAM PRIKL MAT, V3, P1101

[2] ON THE CONVERGENCE RATE IN THE CENTRAL LIMIT-THEOREM FOR ASSOCIATED PROCESSES [J].