A new characterization of the normal law

DOI10.1016/j.spl.2006.05.020zbMath1109.60011OpenAlexW2050300349MaRDI QIDQ870329

Serguei Novak

Publication date: 12 March 2007

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

Full work available at URL: https://doi.org/10.1016/j.spl.2006.05.020

zbMATH Keywords

self-normalized random variables

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items (1)

A characterization of normality via convex likelihood ratios

Cites Work

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• A central limit theorem for self-normalized products of random variables
• Comments on a recent limit theorem of Quine: ``A central limit theorem for self-normalized products of random variables M. P. Quine.
• Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.
• On an Inequality and a Related Characterization of the Normal Distribution
• On Self-normalized Sums and Student's Statistic

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