On Self-normalized Sums and Student's Statistic

DOI10.1137/S0040585X97981081MaRDI QIDQ5700637zbMATH OpenOpenAlexFDO

Authors S. Yu. Novak

Publication date 28 October 2005

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

Full work available at URL https://doi.org/10.1137/s0040585x97981081

zbMATH Keywords

Berry-Esseen inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05)

Recommendations

• On self-normalized sums
• On the asymptotic normality of self-normalized sums
• On large deviations of self-normalized sum
• On Large Deviations of a Self-normalized Sum
• Finite sample distributions of self-normalized sums
• Self-normalized sums. Supplement
• A limit theorem for the moment of self-normalized sums
• On the quadratic moment of self-normalized sums
• scientific article; zbMATH DE number 1111383

Cited in

(8)

• An exponential nonuniform Berry-Esseen bound for self-normalized sums
• Self-normalization: taming a wild population in a heavy-tailed world
• Self-normalized sums. Supplement
• On self-normalized sums
• Rosenthal-Type Inequalities for Martingales in 2-Smooth Banach Spaces
• Moderate Deviations for Student's Statistic
• Nonuniform Berry-Esseen bounds for studentized U-statistics
• A new characterization of the normal law

This page was built for publication: On Self-normalized Sums and Student's Statistic

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5700637)