On the generalized domain of attraction of the multivariate normal law and asymptotic normality of the multivariate Student \(t\)-statistic
type: Item
instance of: scholarly article
title: On the generalized domain of attraction of the multivariate normal law and asymptotic normality of the multivariate Student \(t\)-statistic
zbMATH Open document ID: 1261.60029
author: Yuliya V. Martsynyuk
published in: Journal of Multivariate Analysis
publication date: 2013-01-16T00:00:00Z
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60F17
zbMATH DE Number: 6126049
zbMATH Keywords: generalized domain of attraction of the \(d\)-variate normal law
zbMATH Keywords: full random vector
zbMATH Keywords: domain of attraction of the normal law
zbMATH Keywords: slowly varying function at infinity
zbMATH Keywords: sample correlation matrix
zbMATH Keywords: Cramér-Wold device
zbMATH Keywords: spherically symmetric random vector
zbMATH Keywords: Pareto distribution
zbMATH Keywords: (left) Cholesky square root of a matrix
zbMATH Keywords: symmetric positive definite square root of a matrix
zbMATH Keywords: \(d\)-variate Student \(t\)-statistic
MaRDI profile type: Publication
full work available at URL: j.jmva.2012.08.012
OpenAlex ID: W1974293757
DOI: 10.1016/J.JMVA.2012.08.012
description: scientific article; zbMATH DE number 6126049