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October, 1981 Some Conditional Limit Theorems in Exponential Families
Lars Holst
Ann. Probab. 9(5): 818-830 (October, 1981). DOI: 10.1214/aop/1176994310

Abstract

Consider a sample from a $p$-dimensional exponential family and a random vector whose distribution is the same as that of the sample given a sufficient statistic. General limit theorems for functions of sum-type for such random vectors are obtained; simple sums, linear combinations, $m$-dependent sums, and $U$-statistics are considered. The results are illustrated by some examples.

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Lars Holst. "Some Conditional Limit Theorems in Exponential Families." Ann. Probab. 9 (5) 818 - 830, October, 1981. https://doi.org/10.1214/aop/1176994310

Information

Published: October, 1981
First available in Project Euclid: 19 April 2007

zbMATH: 0471.60027
MathSciNet: MR628875
Digital Object Identifier: 10.1214/aop/1176994310

Subjects:
Primary: 60F05
Secondary: 62E20

Rights: Copyright © 1981 Institute of Mathematical Statistics

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Vol.9 • No. 5 • October, 1981
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