Second-Order and Bootstrap Approximation to Student's t-Statistic

DOI10.1137/S0040585X97979743MaRDI QIDQ4442910zbMATH OpenOpenAlexFDO

Authors Hein Putter, Mindaugas Bloznelis

Publication date 21 January 2004

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97979743

zbMATH Keywords

asymptotic expansionbootstrapEdgeworth expansionself-normalized sumStudent test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

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Cited in

(11)

• Asymptotics for multivariate t-statistic and Hotelling's T^ 2- statistic under infinite second moments via bootstrapping
• Self-normalization: taming a wild population in a heavy-tailed world
• Bootstrapping the Student t-statistic
• Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic.
• On the Edgeworth expansion and the \(M\) out of \(N\) bootstrap accuracy for a Studentized trimmed mean
• One term Edgeworth expansion for Student's t statistic
• Studentization and deriving accurate p-values
• Refined self-normalized large deviations for independent random variables
• Edgeworth expansion for Student's t statistic under minimal moment conditions
• On uniform inference in nonlinear models with endogeneity
• Non-uniform bounds and Edgeworth expansions in self-normalized limit theorems

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