A note on the normal approximation error for randomly weighted self-normalized sums

DOI10.1007/s10998-013-4789-8zbMath1313.60024arXiv1109.5812OpenAlexW2098181937MaRDI QIDQ485552

Siegfried Hörmann, Yvik Swan

Publication date: 9 January 2015

Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.5812

zbMATH Keywords

heavy tailsself-normalized sumsempirical correlationnormal approximation errorStudent \(t\)-statistic

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items

The moment of maximum normed randomly weighted sums of martingale differences

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