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This article is cited in 7 scientific papers (total in 7 papers)
Short Communications
On self-normalized sums and Student's statistic
S. Yu. Novak Novosibirsk Institute of Engineers for Geodesy, Aerial Phototopography and Cartography
Abstract:
We evaluate the accuracy of normal approximation for
the distributions of some non-linear functionals of
sums of random vectors. A Berry–Esseen-type inequality
with explicit constants for the distribution
of Student's statistic is established as a consequence
of the main result.
Keywords:
self-normalized sums, Student's statistic, Berry–Esseen inequality.
Received: 15.10.2001
Citation:
S. Yu. Novak, “On self-normalized sums and Student's statistic”, Teor. Veroyatnost. i Primenen., 49:2 (2004), 365–373; Theory Probab. Appl., 49:2 (2005), 336–344
Linking options:
https://www.mathnet.ru/eng/tvp226https://doi.org/10.4213/tvp226 https://www.mathnet.ru/eng/tvp/v49/i2/p365
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Abstract page: | 441 | Full-text PDF : | 164 | References: | 89 |
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