On the effect of random norming on the rate of convergence in the central limit theorem

DOI10.1214/aop/1176991689zbMath0687.60021OpenAlexW2051272696MaRDI QIDQ1263154

Hall, Peter

Publication date: 1988

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991689

zbMATH Keywords

rates of convergencecentral limit theoremstudentizationspecial norming constants

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic. ⋮ Self-normalization: taming a wild population in a heavy-tailed world ⋮ A Berry-Esséen bound for Student's statistic in the non-i. i. d. case ⋮ Precise asymptotics in the deviation probability series of self-normalized sums ⋮ Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions ⋮ The Berry-Esséen bound for Studentized statistics ⋮ Refined self-normalized large deviations for independent random variables ⋮ Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings ⋮ Precise asymptotics in complete moment convergence for self-normalized sums ⋮ On the self-normalized Cramér-type large deviation

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