On self-normalized sums

zbMATH Open1008.62047MaRDI QIDQ1856565FDOQ1856565

Authors: S. Yu. Novak 

Publication date: 10 February 2003

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

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zbMATH Keywords

tail index estimationself-normalized sumsStudent's statisticnonasymptotic confidence intervals

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Cited In (12)

• Self-normalized sums. Supplement
• The asymptotic distribution of self-normalized triangular arrays
• Malliavin calculus and self normalized sums
• Title not available (Why is that?)
• Asymptotic moments of symmetric self-normalized sums
• Truncated estimation of ratio statistics with application to heavy tail distributions
• On Self-normalized Sums and Student's Statistic
• Moderate Deviations for Student's Statistic
• Long term behavior of incomplete and time varying product ratings
• Rosenthal-Type Inequalities for Martingales in 2-Smooth Banach Spaces
• Self-normalized deviation inequalities with application to \(t\)-statistic
• An integral formula for the distribution of self-normalized Gaussian random samples

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