On the Gaussian approximation of vector-valued multiple integrals
نویسندگان
چکیده
منابع مشابه
On the Gaussian approximation of vector-valued multiple integrals
By combining the ndings of two recent, seminal papers by Nualart, Peccati and Tudor, we get that the convergence in law of any sequence of vector-valued multiple integrals Fn towards a centered Gaussian random vector N , with given covariance matrix C, is reduced to just the convergence of: (i) the fourth cumulant of each component of Fn to zero; (ii) the covariance matrix of Fn to C. The aim o...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2011
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2011.02.001