Self-normalized limit theorems: a survey (Q391957)

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scientific article; zbMATH DE number 6244591
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    Self-normalized limit theorems: a survey
    scientific article; zbMATH DE number 6244591

      Statements

      Self-normalized limit theorems: a survey (English)
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      13 January 2014
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      self-normalized sum
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      Student \(t\) statistic
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      central limit theorem
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      invariance principle
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      convergence rate
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      absolute error
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      relative error
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      Cramér moderate deviation
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      large deviation
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      saddle-point approximation
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      laws of the iterated logarithm
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      Darling-Erdős theorem
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      Hotelling's \(T^{2}\) statistic
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