On the asymptotic behavior of randomly weighted averages
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DOI: 10.1016/j.spl.2014.10.003
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- Yang, Yang & Leipus, Remigijus & Šiaulys, Jonas, 2012. "Tail probability of randomly weighted sums of subexponential random variables under a dependence structure," Statistics & Probability Letters, Elsevier, vol. 82(9), pages 1727-1736.
- Rosalsky, Andrew & Sreehari, M., 1998. "On the limiting behavior of randomly weighted partial sums," Statistics & Probability Letters, Elsevier, vol. 40(4), pages 403-410, November.
- Liu, Quansheng, 2001. "Asymptotic properties and absolute continuity of laws stable by random weighted mean," Stochastic Processes and their Applications, Elsevier, vol. 95(1), pages 83-107, September.
- Soltani, Ahmad Reza & Roozegar, Rasool, 2012. "On distribution of randomly ordered uniform incremental weighted averages: Divided difference approach," Statistics & Probability Letters, Elsevier, vol. 82(5), pages 1012-1020.
- Weber, Michel, 2006. "A weighted central limit theorem," Statistics & Probability Letters, Elsevier, vol. 76(14), pages 1482-1487, August.
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- Roozegar, Rasool & zarch, Hamid Reza Taherizadeh, 2021. "On the asymptotic distribution of randomly weighted averages of random vectors," Statistics & Probability Letters, Elsevier, vol. 179(C).
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Keywords
Central limit theorem; Limiting distribution; Randomly weighted average; Characteristic function; Normal; Semicircle and Arcsine distributions;All these keywords.
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