Kolmogorov and Erdős test for self-normalized sums.

DOI10.1016/S0167-7152(98)00228-4zbMath1087.60512OpenAlexW2063582980MaRDI QIDQ1962181

Qiying Wang

Publication date: 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00228-4

zbMATH Keywords

Kolmogorov testErdős test

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Related Items (3)

Darling-Erdős theorem for self-normalized sums ⋮ Relation between the rate of convergence of strong law of large numbers and the rate of concentration of Bayesian prior in game-theoretic probability ⋮ Precise asymptotics in complete moment convergence for self-normalized sums

Cites Work

• Some extensions of the LIL via self-normalizations
• A theorem of Feller revisited
• The Darling-Erdős theorem for sums of i.i.d. random variables

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