Pages that link to "Item:Q1370237"
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The following pages link to When is the Student \(t\)-statistic asymptotically standard normal? (Q1370237):
Displaying 50 items.
- On necessary and sufficient conditions for the self-normalized central limit theorem (Q1989903) (← links)
- Limit theorems for ratios of order statistics from uniform distributions (Q2068097) (← links)
- Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations (Q2112809) (← links)
- Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean (Q2131251) (← links)
- Tail bounds for empirically standardized sums (Q2137797) (← links)
- Precise asymptotics of weighted sequences and their applications (Q2166114) (← links)
- Self-normalized Cramér type moderate deviations for stationary sequences and applications (Q2186662) (← links)
- Invariance principles for a multivariate Student process in the generalized domain of attraction of the multivariate normal law (Q2231037) (← links)
- A nonclassical law of the iterated logarithm for self-normalized partial sums (Q2250849) (← links)
- Another look at bootstrapping the Student \(t\)-statistic (Q2261926) (← links)
- Exponential inequalities for self-normalized martingales (Q2262857) (← links)
- Convergence to a self-normalized G-Brownian motion (Q2296092) (← links)
- Uniform asymptotic normality of self-normalized weighted sums of random variables (Q2304434) (← links)
- Random matrix theory for heavy-tailed time series (Q2314507) (← links)
- Self-normalized Cramér type moderate deviations for martingales (Q2325341) (← links)
- Inference from small and big data sets with error rates (Q2340870) (← links)
- Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations (Q2345655) (← links)
- Quantile inference for moderate deviations from a unit root model with infinite variance (Q2355271) (← links)
- Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions (Q2388339) (← links)
- On weak approximations of \(U\)-statistics (Q2389325) (← links)
- Modified unit root tests with nuisance parameter free asymptotic distributions (Q2397961) (← links)
- Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance (Q2445492) (← links)
- Weighted approximations for Studentized \(U\)-statistics (Q2448566) (← links)
- A central limit theorem for self-normalized sums of a linear process (Q2462075) (← links)
- Precise asymptotes in self-normalized sums of iterated logarithm for multidimensionally indexed random variables (Q2464003) (← links)
- Precise asymptotics in the self-normalized law of the iterated logarithm (Q2470516) (← links)
- A note on self-normalization for a simple spatial autoregressive model (Q2471672) (← links)
- A note on unit root tests with heavy-tailed GARCH errors (Q2493878) (← links)
- Precise asymptotics in complete moment convergence for self-normalized sums (Q2519524) (← links)
- The asymptotic distribution of self-normalized triangular arrays (Q2576803) (← links)
- On the self-normalized Cramér-type large deviation (Q2576805) (← links)
- Coverage accuracy for a mean without third moment (Q2655069) (← links)
- Asymptotic Inferences for an AR(1) Model with a Change Point and Possibly Infinite Variance (Q2807610) (← links)
- An extension of almost sure central limit theorem for self-normalized products of sums for mixing sequences (Q2832655) (← links)
- Malliavin Calculus and Self Normalized Sums (Q2865113) (← links)
- ASYMPTOTIC PROPERTIES OF SELF-NORMALIZED LINEAR PROCESSES WITH LONG MEMORY (Q2890703) (← links)
- A Self-Normalized Central Limit Theorem for Markov Random Walks (Q2898915) (← links)
- Almost sure central limit theorem for self-normalized products of partial sums of negatively associated sequences (Q2979016) (← links)
- The Chow and Robbins Fixed Width Confidence Interval Procedure When the Second Moment Barely Does Not Exist (Q3155686) (← links)
- Testing serial non-independence by self-centring and self-normalizing (Q3396491) (← links)
- Domains of attraction of the random vector (<i>X</i>, <i>X</i> <sup>2</sup>) and applications (Q3498584) (← links)
- Towards a universal self-normalized moderate deviation (Q3518201) (← links)
- Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes (Q3552106) (← links)
- Testing that marginal sequences of data are not independent via self-normalization (Q3592335) (← links)
- A self-normalized central limit theorem for a ρ-mixing stationary sequence (Q4563490) (← links)
- Further refinement of self-normalized Cramér-type moderate deviations (Q4578049) (← links)
- Taylor's law, via ratios, for some distributions with infinite mean (Q4684879) (← links)
- Almost sure central limit theorem for self-normalized partial sums of negatively associated random variables (Q5011930) (← links)
- Empirical likelihood ratio under infinite covariance matrix of the random vectors (Q5078907) (← links)
- Empirical likelihood ratio for two-sample compound Poisson processes under infinite second moment (Q5079933) (← links)
