The Berry-Esseen bound for Student's statistic

From MaRDI portal
Publication:1922090

DOI10.1214/aop/1042644728zbMath0855.62009OpenAlexW2062336021MaRDI QIDQ1922090

Friedrich Götze, Vidmantas Bentkus

Publication date: 7 November 1996

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

Full work available at URL: https://doi.org/10.1214/aop/1042644728



Related Items

Optimal-order bounds on the rate of convergence to normality in the multivariate delta method, Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws., Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic., Limit distributions of Studentized means., Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean, A Self-Normalized Central Limit Theorem for Markov Random Walks, A remark on self-normalization for dependent random variables, Edgeworth expansions for two‐stage sampling with applications to stratified and cluster sampling, Self-normalization: taming a wild population in a heavy-tailed world, Limit theorems for self-normalized linear processes, When is the Student \(t\)-statistic asymptotically standard normal?, Coverage accuracy for a mean without third moment, Further research on limit theorems for self-normalized sums, Performance study of marginal posterior density estimation via Kullback-Leibler divergence, A kind of complete moment convergence for self-normalized sums, Darling-Erdős theorem for self-normalized sums, An almost sure central limit theorem for self-normalized products of sums of i.i.d. random variables, Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions, Dimension-agnostic inference using cross U-statistics, An almost sure central limit theorem for self-normalized weighted sums, Towards a universal self-normalized moderate deviation, Process convergence of self-normalized sums of i.i.d. random variables coming from domain of attraction of stable distributions, Self-normalized Cramér-type large deviations for independent random variables., A note on the normal approximation error for randomly weighted self-normalized sums, A central limit theorem for self-normalized sums of a linear process, Precise asymptotes in self-normalized sums of iterated logarithm for multidimensionally indexed random variables, Berry-Esseen bounds for self-normalized martingales, A small sample confidence interval for autoregressive parameters, Precise asymptotics in the self-normalized law of the iterated logarithm, Optimal Berry-Esseen bound for statistical estimations and its application to SPDE, On necessary and sufficient conditions for the self-normalized central limit theorem, A note on self-normalization for a simple spatial autoregressive model, The Berry-Esséen bound for Studentized statistics, An almost sure central limit theorem for self-normalized partial sums of weakly dependent random variables, Invariance principles for adaptive self-normalized partial sums processes., Refined self-normalized large deviations for independent random variables, Exponential inequalities for self-normalized martingales, A general law of complete moment convergence for self-normalized sums, On the quadratic moment of self-normalized sums, Cramér type moderate deviation theorems for self-normalized processes, Asymptotics for self-normalized random products of sums of i.i.d. random variables, Uniform asymptotic normality of self-normalized weighted sums of random variables, An extension of almost sure central limit theorem for self-normalized products of sums for mixing sequences, A Berry-Esseen bound for least squares error variance estimators of regression parameters, A limit theorem for the moment of self-normalized sums, Self-normalized Cramér type moderate deviations for martingales, Laws of the iterated logarithm for self-normalised Lévy processes at zero, Almost sure central limit theorem for self-normalized partial sums of negatively associated random variables, Inference from small and big data sets with error rates, Malliavin Calculus and Self Normalized Sums