Invariance under Dependence by Mixing
This paper is concerned with arrays of conditionally independent random elements that become dependent by mixing. The principal focus is the preservation of properties known to hold under independence. Findings are reported in the context of limit theory, including laws of large numbers and central...
| Veröffentlicht in: | Lecture Notes-Monograph Series. - Institute of Mathematical Statistics, 1982. - 16(1990) vom: Jan., Seite 283-293 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
1990
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| Zugriff auf das übergeordnete Werk: | Lecture Notes-Monograph Series |
| Schlagworte: | Conditional independence Models for dependence Limit theory Unconditional inference Mathematics Behavioral sciences |
| Zusammenfassung: | This paper is concerned with arrays of conditionally independent random elements that become dependent by mixing. The principal focus is the preservation of properties known to hold under independence. Findings are reported in the context of limit theory, including laws of large numbers and central limit theory, and topics in statistical inference. Several standard results, ranging from Berry-Esseén bounds in central limit theory to the use of Friedman's (1937) test in the analysis of two-way data, are seen to remain valid under certain models for dependence. The class of limit laws for standardized sums is expanded to include dependent cases, as are bounds on rates of convergence to these limits. |
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| ISSN: | 07492170 |