On the quadratic moment of self-normalized sums

DOI10.1016/J.SPL.2010.04.008MaRDI QIDQ988093zbMATHOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3238721 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Student's t-Test Under Symmetry Conditions
• The Berry-Esseen bound for Student's statistic
• When is the Student \(t\)-statistic asymptotically standard normal?

Cited in

(7)

• When is the mean self-consistent?
• Moment equalities for sums of random variables via integer partitions and Faa di Bruno's formula
• scientific article; zbMATH DE number 7703256 (Why is no real title available?)
• A new characterization of the normal law
• On Self-normalized Sums and Student's Statistic
• An integral formula for the distribution of self-normalized Gaussian random samples
• Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices

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