IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v74y2005i2p129-138.html
   My bibliography  Save this article

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

Author

Listed:
  • 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
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(05)00166-5
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    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).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Kosinski, Kamil M., 2009. "On the functional limits for sums of a function of partial sums," Statistics & Probability Letters, Elsevier, vol. 79(13), pages 1522-1527, July.
    2. Li, Yun-Xia & Wang, Jian-Feng, 2008. "An almost sure central limit theorem for products of sums under association," Statistics & Probability Letters, Elsevier, vol. 78(4), pages 367-375, March.
    3. Kosinski, Kamil, 2009. "Asymptotics for sums of a function of normalized independent sums," Statistics & Probability Letters, Elsevier, vol. 79(4), pages 415-419, February.
    4. Gonchigdanzan, Khurelbaatar & Kosinski, Kamil M., 2009. "On the functional limits for partial sums under stable law," Statistics & Probability Letters, Elsevier, vol. 79(17), pages 1818-1822, September.
    5. Gonchigdanzan, Khurelbaatar, 2008. "An almost sure limit theorem for the product of partial sums with stable distribution," Statistics & Probability Letters, Elsevier, vol. 78(18), pages 3170-3175, December.
    6. 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.
    7. Yun-Xia Li & Jian-Feng Wang, 2007. "Asymptotic distribution for products of sums under dependence," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 66(1), pages 75-87, July.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:74:y:2005:i:2:p:129-138. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.