关于投影追踪经验分布的极限分布

About the Limit Distributions of Emperical Distributions of Random Projection Pursuit

  • 摘要: 本文给出了投影追踪经验的极限分布类的刻划,得到了收敛于给定分布的充要条件。

     

    Abstract: LetX1,…,Xn be a sequence of p-diniensionali.i.d. random vectors, aud Z1, …, Zn be i.i.d. Np(0,lp) random vectors in Rp, which are independent of Xi’s. In this paper, we give the rep-resentition of the class of limit distributions of \hatF_n^Z / B_p, \hatF_n^Z_1 / B_p, where \hatF_n^Z / B_p, \hatF_n^Z_1 / B_p stands for emperical distribution of ZTXi/Bp, in, ZiTxi/Bp,in respectively, as n→+∞, p→+∞, and Bp is a sequence of positive numbers.

     

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