Limit distributions of self-normalized sums

Cited in

(65)

Periodic moving averages of random variables with regularly varying tails
Simultaneous outlier detection and variable selection for spatial Durbin model
On the maximal distance between two renewal epochs
Limit distribution of Student's t-statistic for a nonnormal population
Uniform asymptotic normality of self-normalized weighted sums of random variables
Large sample theory for statistics of stable moving averages
The asymptotic distribution of self-normalized triangular arrays
A note on the normal approximation error for randomly weighted self-normalized sums
Asymptotics for ratios with applications to reinsurance
Convergence and precise asymptotics for series involving self-normalized sums
A note on the asymptotic covariance matrix of the Yule-Walker estimator
On the asymptotic normality of self-normalized sums
Functional central limit theorems for self-normalized partial sums of linear processes
Berry-Esseen bounds for self-normalized martingales
Finite sample distributions of self-normalized sums
Estimation and inference for moments of ratios with robustness against large trimming bias
Statistical inference in the presence of heavy tails
A flexible parametric density estimator for multimodal distributions of test statistics
On the limit behaviour of weighted sums of random variables
Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores
When is the Student \(t\)-statistic asymptotically standard normal?
A Berry-Esséen bound for Student's statistic in the non-i. i. d. case
Donsker's theorem for self-normalized partial sums processes
Towards a universal self-normalized moderate deviation
Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes
Population genetics of neutral mutations in exponentially growing cancer cell populations
Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions
Self-normalization: taming a wild population in a heavy-tailed world
Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic.
Laws of the iterated logarithm for self-normalised Lévy processes at zero
A remark on self-normalization for dependent random variables
Discussion of ‘Parametric versus nonparametrics: two alternative methodologies’
The variance and the range of i.I.D. random variables
A characterization of gamma mixtures of stable laws motivated by limit theorems
Limit distributions of norms of vectors of positive i. i. d. random variables
Time-uniform Chernoff bounds via nonnegative supermartingales
A note on self-normalization for a simple spatial autoregressive model
Asymptotics of the sample coefficient of variation and the sample dispersion
Robust inference on correlation under general heterogeneity
An almost sure central limit theorem for self-normalized partial sums of weakly dependent random variables
On weighted approximations in \(D[0,1]\) with applications to self-normalized partial sum processes
Self-normalized Cramér-type large deviations for independent random variables.
Cramér type moderate deviation theorems for self-normalized processes
On the self-normalized Cramér-type large deviation
Exact inequalities for sums of asymmetric random variables, with applications
Subsampling, symmetrization, and robust interpolation
A central limit theorem for self-normalized products of random variables
Information quantities in non-classical settings
Process convergence of self-normalized sums of i.i.d. random variables coming from domain of attraction of stable distributions
A note on unit root tests with heavy-tailed GARCH errors
Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions
Robust inference using inverse probability weighting
Limit theorems for self-normalized linear processes
Refined self-normalized large deviations for independent random variables
The mathematical work of Evarist Giné
Weak convergence of self-normalized partial sums processes
Testing that marginal sequences of data are not independent via self-normalization
Reprint of: Robust inference on correlation under general heterogeneity
Limit distributions of Studentized means.
Limit theorems on the self-normalized range for weakly and strongly dependent processes
A central limit theorem for self-normalized sums of a linear process
The Durbin-Watson ratio under infinite-variance errors
Self-normalized large deviations
On the properties of the coefficient of determination in regression models with infinite variance variables
Invariance principles for adaptive self-normalized partial sums processes.

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