A limit theorem for the moment of self-normalized sums

DOI10.1155/2009/957056zbMath1186.60029OpenAlexW2121904795WikidataQ59248383 ScholiaQ59248383MaRDI QIDQ1035574

Qing Pei Zang

Publication date: 3 November 2009

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/117849

zbMATH Keywords

momentsprobabilitiesself-normalized sumsexpected values

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Strong limit theorems (60F15)

Related Items (3)

Second moment convergence rates for uniform empirical processes ⋮ Moment estimation inequalities based on \(g_{\lambda}\) random variable on Sugeno measure space ⋮ The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process

Cites Work

• Unnamed Item
• Self-normalized large deviations
• When is the Student \(t\)-statistic asymptotically standard normal?
• Darling-Erdős theorem for self-normalized sums
• Donsker's theorem for self-normalized partial sums processes
• An exponential nonuniform Berry-Esseen bound for self-normalized sums
• Precise asymptotics in the law of the iterated logarithm.
• The Berry-Esseen bound for Student's statistic
• Convergence Rates for Probabilities of Moderate Deviations

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