A CLT for random vectors with increasing dimension (Part II).
Abstract
The Theorem is stated and proved in Dr. Schick's paper "Efficient
Estimation of Linear functionals of a Bivariate Distribution with Known
Marginals Using Empirical Likelihood". It discusses the asymptotic
normality of square norm of sum of r.v. with increasing dimension under
certain conditions.The theorem improves Theorem 4.1 of Portnoy (1988). My
talk is about the second part of the proof of the theorem.
