Testing that marginal sequences of data are not independent via self-normalization
DOI10.1080/02331880601106991zbMATH Open1117.62043OpenAlexW2015624347MaRDI QIDQ3592335FDOQ3592335
Authors: Xin-Xin Jiang 
Publication date: 12 September 2007
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331880601106991
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central limit theoremself-normalizationexchangeable random variableself-centeringstationary uniform mixing sequence
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)
Cites Work
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- Parameter Estimates for Symmetric Stable Distributions
- When is the Student \(t\)-statistic asymptotically standard normal?
- Limit distributions of self-normalized sums
- A Theorem on Products of Random Variables, With Application to Regression
- Self-normalized central limit theorem for sums of weakly dependent random variables
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