Finite sample distributions of self-normalized sums

DOI10.1007/BF03354612zbMath1050.62019MaRDI QIDQ1887224

Jeong-Ryeol Kim

Publication date: 24 November 2004

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

stable distributionsquantileStudent-\(t\) statistics

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Exact distribution theory in statistics (62E15) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (1)

On the properties of the coefficient of determination in regression models with infinite variance variables

Cites Work

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• Statistical methods in finance
• On the Chambers-Mallows-Stuck method for simulating skewed stable random variables
• Limit distributions of self-normalized sums
• Response Surface Methodology: 1966-1988
• A Normal Approximation for Binomial, F, Beta, and Other Common, Related Tail Probabilities, I

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