Abstract
We fill two gaps in the literature on central limit theorems. First we state and prove a generalization of the Cramér–Wold device which is useful for establishing multivariate central limit theorems without the need for assuming the existence of a limiting covariance matrix. Second we extend and provide a detailed proof of a very useful result for establishing univariate central limit theorems.
Original language | English |
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Journal | Statistics & Probability Letters |
Volume | 135 |
Pages (from-to) | 7-10 |
Number of pages | 4 |
ISSN | 0167-7152 |
DOIs | |
Publication status | Published - Apr 2018 |