Concepedia

Asymptotics for self-normalized random products of sums of i.i.d. random variables

Tianxiao Pang, Zhengyan Lin, Kyo-Shin Hwang

Journal of Mathematical Analysis and Applications · 2007 · 14 citations · 10 references

DOI

Concepts

References

10

When is the Student $t$-statistic asymptotically standard normal?

Evarist Giné, Friedrich Götze, David M. Mason · The Annals of Probability · 1997 · 235 citations · Full text

, , +4

The Berry-Esseen bound for student's statistic

V. Bentkus, Friedrich Götze · The Annals of Probability · 1996 · 132 citations · Full text

, , +11

Donsker's theorem for self-normalized partial sums processes

Miklós Csörgő, Barbara Szyszkowicz, Qiying Wu · The Annals of Probability · 2003 · 124 citations · Full text

, , +7

Self-Normalized Laws of the Iterated Logarithm

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

, , +12

Asymptotics for Products of Sums and U-statistics

Jacek Wesołowski · Electronic Communications in Probability · 2002 · 77 citations · Full text

, , +3