On necessary and sufficient conditions for the self-normalized central limit theorem

DOI10.1007/s11425-018-9368-3zbMath1417.60018OpenAlexW2886926750WikidataQ129427160 ScholiaQ129427160MaRDI QIDQ1989903

Qui-Man Shao

Publication date: 29 October 2018

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-018-9368-3

zbMATH Keywords

central limit theoremindependent random variablesself-normalized

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (4)

Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean ⋮ Self-normalized Cramér type moderate deviations for stationary sequences and applications ⋮ Self-normalized Cramér-type moderate deviations for functionals of Markov chain ⋮ Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences

Cites Work

• Self-normalized limit theorems: a survey
• A Cramér type large deviation result for Student's \(t\)-statistic
• Self-normalized large deviations
• When is the Student \(t\)-statistic asymptotically standard normal?
• Self-normalization: taming a wild population in a heavy-tailed world
• The Berry-Esseen bound for Student's statistic
• The asymptotic distribution of self-normalized triangular arrays
• Self-Normalized Processes
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