A Note on Asymptotic Joint Normality

C. L. Mallows

doi:10.1214/aoms/1177692631

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Home > Journals > Ann. Math. Statist. > Volume 43 > Issue 2 > Article

April, 1972 A Note on Asymptotic Joint Normality

C. L. Mallows

Ann. Math. Statist. 43(2): 508-515 (April, 1972). DOI: 10.1214/aoms/1177692631

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Abstract

The concept of asymptotic normality takes on some new aspects when the dimensionality of the vector random variable under consideration is allowed to increase indefinitely. A necessary and sufficient condition for joint asymptotic normality in a new (strong) sense, in the case of independence, is given.