When does a randomly weighted self-normalized sum converge in distribution?

DOI10.1214/ECP.v10-1135zbMath1112.60014OpenAlexW2019111794MaRDI QIDQ2433635

Joel Zinn, David M. Mason

Publication date: 3 November 2006

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/127414

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (6)

Cluster sets of self-normalized sums ⋮ A note on the normal approximation error for randomly weighted self-normalized sums ⋮ Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes ⋮ On the Breiman conjecture ⋮ Asymptotics of the sample coefficient of variation and the sample dispersion ⋮ The asymptotic distribution of self-normalized triangular arrays

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