Second-Order and Bootstrap Approximation to Student's t-Statistic

DOI10.1137/S0040585X97979743zbMath1036.62007OpenAlexW2029427841MaRDI QIDQ4442910

Hein Putter, Mindaugas Bloznelis

Publication date: 21 January 2004

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97979743

zbMATH Keywords

bootstrapasymptotic expansionEdgeworth expansionself-normalized sumStudent test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items (4)

Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic. ⋮ Self-normalization: taming a wild population in a heavy-tailed world ⋮ On uniform inference in nonlinear models with endogeneity ⋮ Refined self-normalized large deviations for independent random variables

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