A central limit theorem for self-normalized products of random variables
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Publication:1293837
DOI10.1016/S0167-7152(98)00243-0zbMATH Open0948.60014OpenAlexW2016809819MaRDI QIDQ1293837FDOQ1293837
Authors: M. P. Quine
Publication date: 7 November 2000
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00243-0
Recommendations
- Comments on a recent limit theorem of Quine: ``A central limit theorem for self-normalized products of random variables M. P. Quine.
- Asymptotics for self-normalized random products of sums of i.i.d. random variables
- An almost sure central limit theorem for self-normalized products of sums of i.i.d. random variables
- A connection between self-normalized products and stable laws
Cites Work
- A Method for Simulating Stable Random Variables
- Title not available (Why is that?)
- Title not available (Why is that?)
- Limit distributions of self-normalized sums
- Title not available (Why is that?)
- Tables and graphs of the stable probability density functions
- A result of Shepp
- Title not available (Why is that?)
Cited In (8)
- The norm of products of free random variables
- Asymptotics for self-normalized random products of sums of i.i.d. random variables
- Comments on a recent limit theorem of Quine: ``A central limit theorem for self-normalized products of random variables M. P. Quine.
- A connection between self-normalized products and stable laws
- A new characterization of the normal law
- A limit theorem for the product of partial sums of independent random variables
- A central limit theorem for products of dependent random linear and nonlinear operators
- On the central limit theorem in product spaces
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