Donsker's theorem for self-normalized partial sums processes

DOI10.1214/aop/1055425777zbMath1045.60020MaRDI QIDQ1431485

Miklós Csörgő, Qiying Wang, Barbara Szyszkowicz

Publication date: 10 June 2004

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

Full work available at URL: https://projecteuclid.org/euclid.aop/1055425777

zbMATH Keywords

self-normalized sums; Donsker's theorem; arc sine law

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

60F05: Central limit and other weak theorems

60F17: Functional limit theorems; invariance principles

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Cites Work

• Self-normalized laws of the iterated logarithm
• When is the Student \(t\)-statistic asymptotically standard normal?
• Invariance principles for adaptive self-normalized partial sums processes.
• Limit distributions of self-normalized sums
• On the asymptotic normality of self-normalized sums
• A limit theorem for sample maxima and heavy branches in Galton–Watson trees
• On the number of positive sums of independent random variables
• On certain limit theorems of the theory of probability
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