大维数下 Hotelling $T^2$ 统计量的中心极限定理
概率论
2012-01-10 v3 统计理论
统计理论
摘要
本文证明了当随机向量的维数与样本量成正比时，Hotelling 统计量的中心极限定理。
引用
@article{arxiv.0802.0082,
title = {Central limit theorem for Hotelling's $T^2$ statistic under large dimension},
author = {G. M. Pan and W. Zhou},
journal= {arXiv preprint arXiv:0802.0082},
year = {2012}
}
备注
Published in at http://dx.doi.org/10.1214/10-AAP742 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)