On self-normalized sums

zbMath1008.62047MaRDI QIDQ1856565

Serguei Novak

Publication date: 10 February 2003

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

self-normalized sumstail index estimationStudent's statisticnonasymptotic confidence intervals

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)

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