Limit distributions of self-normalized sums

Cited in

(68)

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

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