Dümbgen, Lutz ; Zerial, Perla

PDF, English
Download (208kB)  Terms of use 
Citation of documents: Please do not cite the URL that is displayed in your browser location input, instead use the DOI, URN or the persistent URL below, as we can guarantee their longtime accessibility.
Abstract
Let P be a probability distribution on qdimensional space. Necessary and sufficient conditions are derived under which a random ddimensional projection of P converges weakly to a fixed distribution Q as q tends to infinity, while d is an arbitrary fixed number. This complements a wellknown result of Diaconis and Freedman (1984). Further we investigate ddimensional projections of ^P, where ^P is the empirical distribution of a random sample from P of size n. We prove a conditional Central Limit Theorem for random projections of ^P  P given the data ^P, as q and n tend to infinity.
Item Type:  Working paper 

Place of Publication:  Heidelberg 
Date Deposited:  01 Jul 2016 07:26 
Date:  6 December 1996 
Number of Pages:  19 
Faculties / Institutes:  The Faculty of Mathematics and Computer Science > Department of Applied Mathematics 
Subjects:  510 Mathematics 
Schriftenreihe ID:  Beiträge zur Statistik > Reports 