Exploring functional CLT confidence intervals for a population mean in the domain of attraction of the normal law
DOI10.1007/S10474-016-0595-0zbMath1389.60008OpenAlexW2337224958MaRDI QIDQ1677500
E. Tuzov, Yuliya V. Martsynyuk
Publication date: 10 November 2017
Published in: Acta Mathematica Hungarica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10474-016-0595-0
functional central limit theoremdomain of attraction of the normal lawStudent \(t\)-statisticasymptotic confidence intervalstandard Wiener processStudent process
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Nonparametric tolerance and confidence regions (62G15) Functional limit theorems; invariance principles (60F17)
Cites Work
- Functional asymptotic confidence intervals for the slope in linear error-in-variables models
- When is the Student \(t\)-statistic asymptotically standard normal?
- Donsker's theorem for self-normalized partial sums processes
- Functional asymptotic confidence intervals for a common mean of independent random variables
- Central limit theorems in linear structural error-in-variables models with explanatory variables in the domain of attraction of the normal law
- On certain limit theorems of the theory of probability
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