Gaussian limits for generalized spacings
| dc.creator | Baryshnikov, Yu. | |
| dc.creator | Penrose, Mathew D. | |
| dc.creator | Yukich, J. E. | |
| dc.date | 2008-04-25 | |
| dc.date | 2009-03-06 | |
| dc.date.accessioned | 2026-07-07T12:49:08Z | |
| dc.date.available | 2026-07-07T12:49:08Z | |
| dc.description | Nearest neighbor cells in $R^d,d\in\mathbb{N}$, are used to define coefficients of divergence ($ϕ$-divergences) between continuous multivariate samples. For large sample sizes, such distances are shown to be asymptotically normal with a variance depending on the underlying point density. In $d=1$, this extends classical central limit theory for sum functions of spacings. The general results yield central limit theorems for logarithmic $k$-spacings, information gain, log-likelihood ratios and the number of pairs of sample points within a fixed distance of each other. | |
| dc.description | Published in at http://dx.doi.org/10.1214/08-AAP537 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/0804.4123 | |
| dc.identifier | http://arxiv.org/abs/0804.4123 | |
| dc.identifier | Annals of Applied Probability 2009, Vol. 19, No. 1, 158-185 | |
| dc.identifier | doi:10.1214/08-AAP537 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/222301 | |
| dc.subject | Probability | |
| dc.subject | Statistics Theory | |
| dc.subject | 60F05, 60D05, 62H11 (Primary) | |
| dc.title | Gaussian limits for generalized spacings | |
| dc.type | text |