Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic.
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Publication:1879831
DOI10.1214/009117904000000252zbMath1060.62019arXivmath/0410148OpenAlexW2158875475MaRDI QIDQ1879831
Publication date: 15 September 2004
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0410148
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Parametric inference (62F99)
Related Items (10)
Optimal-order bounds on the rate of convergence to normality in the multivariate delta method ⋮ Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic. ⋮ Edgeworth expansions for two‐stage sampling with applications to stratified and cluster sampling ⋮ Self-normalization: taming a wild population in a heavy-tailed world ⋮ Coverage accuracy for a mean without third moment ⋮ Proof of Tomaszewski's conjecture on randomly signed sums ⋮ Shortening the distance between Edgeworth and Berry-Esseen in the classical case ⋮ Refined self-normalized large deviations for independent random variables ⋮ Jackknife method for intermediate quantiles ⋮ Malliavin Calculus and Self Normalized Sums
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