On self-normalized sums

MaRDI QIDQ1856565zbMATH OpenFDO

Authors S. Yu. Novak

Publication date 10 February 2003

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

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)

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