Self-normalized limit theorems: a survey (Q391957)
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scientific article; zbMATH DE number 6244591
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-normalized limit theorems: a survey |
scientific article; zbMATH DE number 6244591 |
Statements
Self-normalized limit theorems: a survey (English)
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13 January 2014
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self-normalized sum
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Student \(t\) statistic
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central limit theorem
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invariance principle
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convergence rate
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absolute error
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relative error
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Cramér moderate deviation
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large deviation
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saddle-point approximation
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laws of the iterated logarithm
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Darling-Erdős theorem
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Hotelling's \(T^{2}\) statistic
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