Tail probability approximations for Student's t-statistics
DOI10.1007/S00440-005-0494-8zbMATH Open1122.62009OpenAlexW2037611271MaRDI QIDQ2431747FDOQ2431747
Authors: Wang Zhou, Bing-Yi Jing 
Publication date: 24 October 2006
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00440-005-0494-8
Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17) Sums of independent random variables; random walks (60G50)
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Cited In (12)
- Strassen-type law of the iterated logarithm for self-normalized increments of sums
- Self-normalization: taming a wild population in a heavy-tailed world
- Tail approximations for the Student \(t\)-, \(F\)-, and Welch statistics for non-normal and not necessarily i.i.d. random variables
- An almost sure central limit theorem for self-normalized partial sums
- On the heavy-tailedness of Student's \(t\)-statistic
- On Large Deviations of Sums of Independent Random Variables
- On the Student's \(t\)-distribution and the \(t\)-statistic
- Title not available (Why is that?)
- Refined self-normalized large deviations for independent random variables
- Probability plots based on Student'st-distribution
- Asymptotic Tail Properties of Student'st-Distribution
- Tightness of the Student \(t\)-statistic
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