On the asymptotic normality of self-normalized sums
From MaRDI portal
Publication:3210704
DOI10.1017/S0305004100070018zbMath0723.62008MaRDI QIDQ3210704
Philip S. Griffin, David M. Mason
Publication date: 1991
Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)
asymptotic normalitynecessary and sufficient conditionsmodulus trimmed sumscalar normalized versionStudentized version
Related Items
Tightness and convergence of trimmed Lévy processes to normality at small times ⋮ Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic. ⋮ Limit distributions of Studentized means. ⋮ Self-normalization: taming a wild population in a heavy-tailed world ⋮ When is the Student \(t\)-statistic asymptotically standard normal? ⋮ Random deletion does not affect asymptotic normality or quadratic negligibility ⋮ Asymptotics for multivariate \(t\)-statistic for random vectors in the generalized domain of attraction of the multivariate normal law ⋮ A Berry-Esséen bound for Student's statistic in the non-i. i. d. case ⋮ Precise asymptotics in the deviation probability series of self-normalized sums ⋮ A note on functional CLT for truncated sums. ⋮ Donsker's theorem for self-normalized partial sums processes ⋮ Self-normalized Cramér-type large deviations for independent random variables. ⋮ Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes ⋮ Asymptotic behavior of self-normalized trimmed sums: Nonnormal limits. II ⋮ The asymptotic distribution of magnitude trimmed sums for distributions in the Feller class ⋮ Invariance principles for adaptive self-normalized partial sums processes. ⋮ Precise asymptotics in complete moment convergence for self-normalized sums ⋮ A glimpse of the impact of pál erdős on probability and statistics ⋮ Asymptotics of the sample coefficient of variation and the sample dispersion ⋮ On the self-normalized Cramér-type large deviation ⋮ Weak Convergence of Self-normalized Partial Sums Processes
Cites Work
- Unnamed Item
- The asymptotic distribution of magnitude-Winsorized sums via self- normalization
- Limit distributions of self-normalized sums
- Uniform approximation to distributions of extreme order statistics
- Student's t-Test Under Symmetry Conditions
- The Influence of the Maximum Term in the Addition of Independent Random Variables