Concepedia

Multivariate Central Limit Theorem

The Multivariate Central Limit Theorem is a fundamental theorem in probability theory stating that the normalized sum of a sufficiently large number of independent and identically distributed random vectors converges in distribution to a multivariate normal distribution.

254

Publications

19.1K

Citations

400

Authors

244

Institutions

Publications per year

2017–2026

33

Variants

Multivariate Clt

Parents

Publications

254

On the distribution of the largest eigenvalue in principal components analysis

Iain M. Johnstone · The Annals of Statistics · 2001 · 2K citations · Full text

, , +12

Numerical Computation of Multivariate Normal Probabilities

Alan Genz · Journal of Computational and Graphical Statistics · 1992 · 964 citations

, , +11

A class of invariant consistent tests for multivariate normality

Norbert Henze, B. Zirkler · Communication in Statistics- Theory and Methods · 1990 · 706 citations

, , +12

Chapter 16: Special Topics in Statistics

Julian P. T. Higgins, Jonathan J Deeks, David Altman · 2008 · 698 citations

, , +14

On Latin hypercube sampling

Wei‐Liem Loh · The Annals of Statistics · 1996 · 618 citations · Full text

, , +16

1–5 of 254

Authors

400

  1. ZB
    Zhidong Bai

    Northeast Normal University, China

    7 publications · 1.2K citations

    7

    h-index

  2. CT
    Christoph Thäle

    Ruhr University Bochum, Germany

    4 publications · 138 citations

    4

    h-index

  3. NH
    Norbert Henze

    Karlsruhe Institute of Technology, Germany

    4 publications · 802 citations

    4

    h-index

  4. FG
    Friedrich Götze

    Bielefeld University, Germany

    4 publications · 416 citations

    4

    h-index

  5. YY
    Yanqing Yin

    University of Pittsburgh, United States

    4 publications · 972 citations

    4

    h-index

1–5 of 400

Institutions

244

  1. Ruhr University Bochum

    Bochum, Germany

    7 h-index

    13 publications

    521 citations

  2. Stanford University

    Stanford, United States

    6 h-index

    7 publications

    2.5K citations

  3. Centre National de la Recherche Scientifique

    Paris, France

    5 h-index

    7 publications

    168 citations

  4. Karlsruhe Institute of Technology

    Karlsruhe, Germany

    4 h-index

    7 publications

    240 citations

  5. University of California, Davis

    Davis, United States

    4 h-index

    5 publications

    307 citations

  6. University of Pittsburgh

    Pittsburgh, United States

    4 h-index

    7 publications

    1.2K citations

  7. University of Waterloo

    Waterloo, Canada

    4 h-index

    5 publications

    228 citations

  8. University of Bern

    Bern, Switzerland

    4 h-index

    5 publications

    93 citations

1–8 of 244

Venues

  1. Journal of Multivariate Analysis

    35 publications · 2.4K citations

    22

    h-index

  2. The Annals of Statistics

    17 publications · 3.6K citations

    15

    h-index

  3. Statistics & Probability Letters

    13 publications · 346 citations

    11

    h-index

  4. Biometrika

    7 publications · 564 citations

    7

    h-index

  5. Probability Theory and Related Fields

    7 publications · 521 citations

    7

    h-index

1–5