On the quadratic moment of self-normalized sums

DOI10.1016/j.spl.2010.04.008zbMath1194.62014OpenAlexW2065311044MaRDI QIDQ988093

Fredrik Jonsson

Publication date: 26 August 2010

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

Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-124245

zbMATH Keywords

self-normalizationsymmetric distributionsStudent's \(t\)-testquadratic moment

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory of statistical distributions (62E10)

Related Items (1)

Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices

Cites Work

• When is the Student \(t\)-statistic asymptotically standard normal?
• The Berry-Esseen bound for Student's statistic
• Student's t-Test Under Symmetry Conditions
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