On the generalized domain of attraction of the multivariate normal law and asymptotic normality of the multivariate Student \(t\)-statistic (Q1931876)
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scientific article; zbMATH DE number 6126049
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the generalized domain of attraction of the multivariate normal law and asymptotic normality of the multivariate Student \(t\)-statistic |
scientific article; zbMATH DE number 6126049 |
Statements
On the generalized domain of attraction of the multivariate normal law and asymptotic normality of the multivariate Student \(t\)-statistic (English)
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16 January 2013
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generalized domain of attraction of the \(d\)-variate normal law
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full random vector
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domain of attraction of the normal law
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slowly varying function at infinity
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sample correlation matrix
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Cramér-Wold device
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spherically symmetric random vector
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Pareto distribution
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(left) Cholesky square root of a matrix
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symmetric positive definite square root of a matrix
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\(d\)-variate Student \(t\)-statistic
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