Tail probability approximations for Student's t-statistics

DOI10.1007/S00440-005-0494-8MaRDI QIDQ2431747zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

self-normalized sumstail probabilitieslattice random variables

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17) Sums of independent random variables; random walks (60G50)

Cites work

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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
• Refined self-normalized large deviations for independent random variables
• scientific article; zbMATH DE number 6718566 (Why is no real title available?)
• Probability plots based on Student'st-distribution
• Asymptotic Tail Properties of Student'st-Distribution
• Tightness of the Student \(t\)-statistic

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