On the Studentisation of random vectors

DOI10.1006/JMVA.1996.0026zbMath0863.62053OpenAlexW1998436075MaRDI QIDQ1915359

Michael J. Klass, Ross A. Maller, Hien T. V. Vu

Publication date: 15 July 1996

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1996.0026

zbMATH Keywords

positive definite matricesestimating equationsnormalisationrandom vectorsCholesky square rootmatrix Studentisation resultsnon-stochastic matricesnorming matricesspherically symmetric random vectorsymmetric positive definite square root

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Stochastic matrices (15B51)

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Random deletion does not affect asymptotic normality or quadratic negligibility ⋮ Functional central limit theorems for self-normalized least squares processes in regression with possibly infinite variance data ⋮ Invariance principles for a multivariate Student process in the generalized domain of attraction of the multivariate normal law ⋮ Matrix normalized convergence of a Lévy process to normality at zero

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