Self-normalization: taming a wild population in a heavy-tailed world (Q1650693)
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scientific article; zbMATH DE number 6906873
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| English | Self-normalization: taming a wild population in a heavy-tailed world |
scientific article; zbMATH DE number 6906873 |
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Self-normalization: taming a wild population in a heavy-tailed world (English)
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18 July 2018
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Berry-Esseen inequality
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Hotelling's \({T^2}\)-statistic
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large deviation
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moderate deviation
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selfnormalization
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Student's \(t\)-statistic
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\(U\)-statistic
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0.8163157
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0.79764444
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0.79364944
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0.7917451
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0.7785278
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