Asymptotic distribution of quadratic forms
Götze, Friedrich
Tikhomirov, AN
limit theorems
asymptotic distribution
quadratic forms
independent random variables
Berry-Esseen bounds
We consider quadratic forms [GRAPHICS] where X-j are i.i.d. random variables with finite third moment. We obtain optimal bounds for the Kolmogorov distance between the distribution of Q(n), and the distribution of the same quadratic forms with X-j replaced by corresponding Gaussian random variables. These bounds are applied to Toeplitz and random matrices as well. as to nonstationary AR(1) processes.
INST MATHEMATICAL STATISTICS
1999
info:eu-repo/semantics/article
doc-type:article
text
https://pub.uni-bielefeld.de/record/1622394
Götze F, Tikhomirov AN. Asymptotic distribution of quadratic forms. <em>ANNALS OF PROBABILITY</em>. 1999;27(2):1072-1098.
eng
info:eu-repo/semantics/altIdentifier/issn/0091-1798
info:eu-repo/semantics/altIdentifier/wos/000081921700016
info:eu-repo/semantics/closedAccess