On the quadratic moment of self-normalized sums

DOI10.1016/J.SPL.2010.04.008zbMATH Open1194.62014OpenAlexW2065311044MaRDI QIDQ988093FDOQ988093

Authors: Fredrik Jonsson 

Publication date: 26 August 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-124245

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zbMATH Keywords

self-normalizationsymmetric distributionsStudent's \(t\)-testquadratic moment

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• When is the Student \(t\)-statistic asymptotically standard normal?
• The Berry-Esseen bound for Student's statistic
• Student's t-Test Under Symmetry Conditions

Cited In (7)

• Title not available (Why is that?)
• When is the mean self-consistent?
• Moment equalities for sums of random variables via integer partitions and Faa di Bruno's formula
• On Self-normalized Sums and Student's Statistic
• A new characterization of the normal law
• Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices
• An integral formula for the distribution of self-normalized Gaussian random samples

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