Concepedia

Self-normalized Limit Theorems

Self-Normalized Limit Theorems is a class of limit theorems in probability theory where the normalization of partial sums of random variables is achieved internally by their corresponding empirical measures, such as sample variances, rather than by deterministic sequences or population parameters.

26

Publications

885

Citations

40

Authors

26

Institutions

Publications per year

2017–2026

2

Parents

Publications

26

Limit Distributions of Self-normalized Sums

B. F. Logan, C. L. Mallows, S. O. Rice et al. · The Annals of Probability · 1973 · 196 citations · Full text

, , +10

Self-normalized large deviations

Qi-Man Shao · The Annals of Probability · 1997 · 173 citations

, , +13

Self-Normalized Laws of the Iterated Logarithm

Philip S. Griffin, James Kuelbs · The Annals of Probability · 1989 · 86 citations · Full text

, , +12

Self-normalized limit theorems: A survey

Qi-Man Shao, Qiying Wang · Probability Surveys · 2013 · 41 citations · Full text

, , +11

Some Limit Theory for the Self-normalised Periodogram of Stable Processes

Claudia Klüppelberg, Thomas Mikosch · Scandinavian Journal of Statistics · 1994 · 37 citations

, , +12

1–5 of 26

Authors

40

  1. QS
    Qi-Man Shao

    University of Oregon, United States

    6 publications · 271 citations

    6

    h-index

  2. QW
    Qiying Wang

    The University of Sydney, Australia

    3 publications · 94 citations

    3

    h-index

  3. TP
    Tianxiao Pang

    Zhejiang University, China

    3 publications · 51 citations

    3

    h-index

  4. MC
    Miklós Csörgő

    Carleton University, Canada

    2 publications · 44 citations

    2

    h-index

  5. YZ
    Yong Zhang

    Jilin University, China

    2 publications · 24 citations

    2

    h-index

1–5 of 40

Institutions

26

  1. Zhejiang University

    Hangzhou, China

    3 h-index

    7 publications

    120 citations

  2. Hong Kong University of Science and Technology

    Hong Kong, Hong Kong

    2 h-index

    2 publications

    30 citations

  3. The University of Sydney

    Sydney, Australia

    2 h-index

    3 publications

    106 citations

  4. Centre National de la Recherche Scientifique

    Paris, France

    2 h-index

    2 publications

    38 citations

  5. Jilin University

    Changchun, China

    2 h-index

    4 publications

    48 citations

  6. Vilnius University

    Vilnius, Lithuania

    2 h-index

    2 publications

    38 citations

  7. National University of Singapore

    Singapore, Singapore

    2 h-index

    2 publications

    27 citations

  8. Wuhan University

    Wuhan, China

    1 h-index

    3 publications

    45 citations

1–8 of 26

Venues

  1. The Annals of Probability

    4 publications · 484 citations

    4

    h-index

  2. 3

    h-index

  3. Journal of Inequalities and Applications

    2 publications · 30 citations

    2

    h-index

  4. Stochastic Processes and their Applications

    2 publications · 45 citations

    2

    h-index

  5. Journal of Theoretical Probability

    2 publications · 27 citations

    2

    h-index

1–5