When does a randomly weighted self-normalized sum converge in distribution?

Electronic Communications in Probability

Volumn 10, Issue , 2005, Pages 297-

  Mason, David M ^a   Zinn, Joel ^b  

^a UNIVERSITY OF DELAWARE   (United States)

^b TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Domain of attraction; Regular variation; Self normalized sums

Indexed keywords

EID: 21244451524     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v10-1170     Document Type: Article

References (2)

1. D. M. Mason and J. Zinn, When does a randomly weighted self-normalized sum converge in distribution? Elec. Comm. Probab. 10 (2005), 70-81
2. A. Fuks, A. Joffe and J. Teugels, Expectation of the ratio of the sum of squares to the square of the sum: exact and asymptotic results. (Russian) Teor. Veroyatnost. i Primenen. (2001) 46, no. 2, 297-310; translation in Theory Probab. Appl. (2002) 46, no. 2, 243-255.