A limit theorem for the moment of self-normalized sums
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Publication:1035574
DOI10.1155/2009/957056zbMATH Open1186.60029OpenAlexW2121904795WikidataQ59248383 ScholiaQ59248383MaRDI QIDQ1035574FDOQ1035574
Authors: 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
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Cites Work
- An exponential nonuniform Berry-Esseen bound for self-normalized sums
- Title not available (Why is that?)
- When is the Student \(t\)-statistic asymptotically standard normal?
- Donsker's theorem for self-normalized partial sums processes
- Precise asymptotics in the law of the iterated logarithm.
- The Berry-Esseen bound for Student's statistic
- Convergence Rates for Probabilities of Moderate Deviations
- Self-normalized large deviations
- Darling-Erdős theorem for self-normalized sums
Cited In (6)
- Moment estimation inequalities based on \(g_{\lambda}\) random variable on Sugeno measure space
- A general law of complete moment convergence for self-normalized sums
- The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process
- On Self-normalized Sums and Student's Statistic
- Second moment convergence rates for uniform empirical processes
- Further research on limit theorems for self-normalized sums
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