The asymptotic distribution of self-normalized triangular arrays

DOI10.1007/s10959-005-7529-zzbMath1086.62019MaRDI QIDQ2576803

David M. Mason

Publication date: 14 December 2005

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-005-7529-z

zbMATH Keywords

asymptotic normality; infinite divisibility; self-normalized sums; Student \(t\)-statistic; stochastic compactness

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

60F05: Central limit and other weak theorems

Related Items

A self-normalized central limit theorem for a ρ-mixing stationary sequence, The Hurst phenomenon and the rescaled range statistic, Erratum to: The asymptotic distribution of self-normalized triangular arrays, Refined self-normalized large deviations for independent random variables, Central limit theorem for linear processes with infinite variance, Limit theorems for self-normalized linear processes, Self-normalization: taming a wild population in a heavy-tailed world, On necessary and sufficient conditions for the self-normalized central limit theorem, Uniform asymptotic normality of self-normalized weighted sums of random variables, Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes

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