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Asymptotics for products of independent sums with an application to Wishart determinants

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  • Rempala, Grzegorz
  • Wesolowski, Jacek

Abstract

We derive a lognormal limit theorem for products of independent sums of positive random variables or, in general, products of non-degenerate independent U-statistics. An application of the result gives a limit theorem for the determinant of a Wishart matrix.

Suggested Citation

  • Rempala, Grzegorz & Wesolowski, Jacek, 2005. "Asymptotics for products of independent sums with an application to Wishart determinants," Statistics & Probability Letters, Elsevier, vol. 74(2), pages 129-138, September.
    • Handle: RePEc:eee:stapro:v:74:y:2005:i:2:p:129-138
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    References listed on IDEAS

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    1. Lu, Xuewen & Qi, Yongcheng, 2004. "A note on asymptotic distribution of products of sums," Statistics & Probability Letters, Elsevier, vol. 68(4), pages 407-413, July.
    2. Qi, Yongcheng, 2003. "Limit distributions for products of sums," Statistics & Probability Letters, Elsevier, vol. 62(1), pages 93-100, March.
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    Cited by:

    1. Kosinski, Kamil, 2009. "Asymptotics for sums of a function of normalized independent sums," Statistics & Probability Letters, Elsevier, vol. 79(4), pages 415-419, February.
    2. Diez, Charles-Philippe & Tudor, Ciprian A., 2023. "Berry-Essén theorem for random determinants," Statistics & Probability Letters, Elsevier, vol. 197(C).

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