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      On convergence of the distributions of statistics with random sample sizes to normal variance-mean mixtures

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          Abstract

          We prove a general transfer theorem for multivariate random sequences with independent random indexes in the double array limit setting. We also prove its partial inverse providing necessary and su?cient conditions for the convergence of randomly indexed random sequences. Special attention is paid to the case where the elements of the basic double array are formed as statistics constructed from samples with random sizes. Under rather natural conditions we prove the theorem on convergence of the distributions of such statistics to normal variance-mean mixtures.

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          Author and article information

          Journal
          2014-10-04
          2015-02-18
          Article
          1410.1518
          52879767-d40c-4d41-b61b-253d44e88249

          http://arxiv.org/licenses/nonexclusive-distrib/1.0/

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          arXiv admin note: substantial text overlap with arXiv:1410.1022
          math.PR

          Probability
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