Comments on a recent limit theorem of Quine: ``A central limit theorem for self-normalized products of random variables M. P. Quine.

DOI10.1016/S0167-7152(03)00056-7zbMATH Open1116.60319OpenAlexW2085133304MaRDI QIDQ1423217FDOQ1423217

Authors: Janos Galambos, Italo Simonelli 

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(03)00056-7

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zbMATH Keywords

Asymptotic normalityCharacterizationComplete convergenceSelf normalized productSymmetry about zero

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Cites Work

• Title not available (Why is that?)
• Advanced Probability Theory, Second Edition,
• A central limit theorem for self-normalized products of random variables
• Comments on a recent limit theorem of Quine: ``A central limit theorem for self-normalized products of random variables M. P. Quine.
• Convergence and symmetry of infinite products of independent random variables

Cited In (4)

• On the asymptotic efficiency of normality tests based on the Shepp property
• 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

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