Functional asymptotic confidence intervals for a common mean of independent random variables

DOI10.1214/08-EJS233zbMath1326.60038arXiv0901.4628MaRDI QIDQ1951966

Yuliya V. Martsynyuk

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.4628

zbMATH Keywords

functional central limit theoremWiener processLindeberg's conditionfunctional asymptotic confidence intervalsup-norm approximation in probabilityStudent statisticStudent processsymmetric random variable

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

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