When is the Student \(t\)-statistic asymptotically standard normal?

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DOI10.1214/aop/1024404523zbMath0958.60023OpenAlexW2026579437MaRDI QIDQ1370237

Friedrich Götze, David M. Mason, Evarist Giné M.

Publication date: 9 April 2001

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1024404523

zbMATH Keywords

self-normalized sums convergence of moments domains of attraction Student \(t\)-statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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