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)00056-7zbMath1116.60319OpenAlexW2085133304MaRDI QIDQ1423217

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

zbMATH Keywords

Asymptotic normalityCharacterizationComplete convergenceSelf normalized productSymmetry about zero

Mathematics Subject Classification ID

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

Related Items (4)

On the asymptotic efficiency of normality tests based on the Shepp property ⋮ A new characterization of the normal law ⋮ 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

Cites Work

• Unnamed Item
• 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.
• Advanced Probability Theory, Second Edition,
• Convergence and symmetry of infinite products of independent random variables

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