Tightness of the student T-statistic

Electronic Communications in Probability

Volumn 7, Issue , 2002, Pages 181-190

  Griffin, Philip S ^a  

^a SYRACUSE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 3042562278     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v7-1059     Document Type: Article

References (9)

1. Bentkus, V., and Götze, F., (1994). The Berry-Esseen bound for student’s statistic. Ann. Probab. 24,491-503.
2. Chistyakov, G.P., and Gotze, F., (2001). Limit distibutions of studentized means. (Preprint)
3. Darling, D.A., (1952). The influence of the maximum term in the addition of independent random variables. Trans. Amer. Math. Soc. 73, 95-107.
4. Durrett, R., (1996). Probability:Theory and Examples, Second Edition, (Duxbury Press).
5. Gine, E., Götze, F., and Mason, D.M., (1997). When is the student t-statistic asymptotically normal?Ann. Probab. 25, 1514-1531.
6. Gine, E. and Mason, D.M., (1998). On the LIL for self-normalized sums of IID random variables. J. Theor. Prob. 11, 351-370.
7. Griffin, P.S., and Kuelbs, J., (1991). Some extensions of the LIL via self-normalizations. Ann. Probab. 19, 380-395.
8. Logan, B.F., Mallows, C.L., Rice, S.O., and Shepp, L.A., (1973). Limit distributions of selfnormalized sums. Ann. Probab. 1, 788-809.
9. Shao, Qi-Man., (1997). Self-normalized large deviations. Ann. Probab. 25, 285-328.