THE LIMIT DISTRIBUTIONS OF EMPIRICAL DISTRIBUTIONS OF RANDOM PROJECTION PURSUIT OF CONTINUOUS FORM CmGm(||X||)2 multiply fromi=1 to m |xi|2ri-1
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Graphical Abstract
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Abstract
Let X= (x1, x2, …, xm), be a m-dimensional random vector, X1, X2, …, Xn subsamples from the population X, the m-dimensional random vector Z have the Nm(0, Im) distribution and Bm>0 be a sequence of real numbers. Let \hatF_n^Z / B m(x)=\frac1n \#\left\i: Z^\prime X_i / B_mri>0 then \hatF_n^2 B m(x) \xrightarrowP N\left(0, \sigma^2\right) or \hatF_n^Z / B m(x) \xrightarrowP \mathscrL\left(T_k\right),as n→∞, m→∞, where ф(Tk) is the Student distrbution Tk with k degrees of freedom.
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