The asymptotic distribution of self-normalized triangular arrays (Q2576803)

Necessary and sufficient conditions for asymptotic normality of self-normalized partial sums of independent random variables from an infinitesimal triangular array are established. In particular, for independent and identically distributed random variables a new proof of a result by \textit{E. Giné} et al. [Ann. Probab. 25, No. 3, 1514--1531 (1997; Zbl 0958.60023)] is given, which is based on a stochastic compactness result. The presented results can also be applied for the Student \(t\)-statistic.