SONG Lixin. About the Limit Distributions of Emperical Distributions of Random Projection Pursuit[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(4): 407-412.
Citation: SONG Lixin. About the Limit Distributions of Emperical Distributions of Random Projection Pursuit[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(4): 407-412.

About the Limit Distributions of Emperical Distributions of Random Projection Pursuit

  • 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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