Limit distributions of Studentized means.

DOI10.1214/AOP/1078415828zbMath1056.60020OpenAlexW1990698454MaRDI QIDQ1879845

Friedrich Götze, Gennadiy P. Chistyakov

Publication date: 15 September 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1078415828

zbMATH Keywords

stable distributionsslowly varying functionself-normalized sumsdomains of attractionCauchy type integralStudent \(t\)-statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Related Items (24)

ASYMPTOTIC PROPERTIES OF SELF-NORMALIZED LINEAR PROCESSES WITH LONG MEMORY ⋮ Asymptotic analysis of generalized Greenwood statistics for very heavy tails ⋮ Self-normalization: taming a wild population in a heavy-tailed world ⋮ The Hurst phenomenon and the rescaled range statistic ⋮ Cluster sets of self-normalized sums ⋮ Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions ⋮ Towards a universal self-normalized moderate deviation ⋮ Process convergence of self-normalized sums of i.i.d. random variables coming from domain of attraction of stable distributions ⋮ On the heavy-tailedness of Student's \(t\)-statistic ⋮ On Empirical Distribution Functions Under Auxiliary Information ⋮ Non-uniform bounds and Edgeworth expansions in self-normalized limit theorems ⋮ A note on the normal approximation error for randomly weighted self-normalized sums ⋮ Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes ⋮ Approximating data ⋮ Nonstandard limit theorem for infinite variance functionals ⋮ Refined self-normalized large deviations for independent random variables ⋮ Uniform asymptotic normality of self-normalized weighted sums of random variables ⋮ Discussion of ‘Parametric versus nonparametrics: two alternative methodologies’ ⋮ Asymptotics of the sample coefficient of variation and the sample dispersion ⋮ On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise ⋮ On weighted approximations in \(D[0,1\) with applications to self-normalized partial sum processes] ⋮ The asymptotic distribution of self-normalized triangular arrays ⋮ On the self-normalized Cramér-type large deviation ⋮ Weak Convergence of Self-normalized Partial Sums Processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
• Convergence to a stable distribution via order statistics
• A Cramér type large deviation result for Student's \(t\)-statistic
• Self-normalized large deviations
• When is the Student \(t\)-statistic asymptotically standard normal?
• An exponential nonuniform Berry-Esseen bound for self-normalized sums
• The Berry-Esseen bound for Student's statistic
• Limit distributions of self-normalized sums
• On the asymptotic normality of self-normalized sums
• Notes on Extreme and Self-Normalised Sums from the Domain of Attraction of a Stable Law
• A Theorem on Products of Random Variables, With Application to Regression
• Student's t-Test Under Symmetry Conditions
• The Influence of the Maximum Term in the Addition of Independent Random Variables

This page was built for publication: Limit distributions of Studentized means.