Self-normalized limit theorems: a survey

DOI10.1214/13-PS216zbMath1286.60029MaRDI QIDQ391957

Qiying Wang, Qui-Man Shao

Publication date: 13 January 2014

Published in: Probability Surveys (Search for Journal in Brave)

zbMATH Keywords

large deviationconvergence ratecentral limit theoreminvariance principlerelative errorabsolute errorsaddle-point approximationCramér moderate deviationDarling-Erdős theoremHotelling's \(T^{2}\) statisticlaws of the iterated logarithmself-normalized sumStudent \(t\) statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

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