A note on the normal approximation error for randomly weighted self-normalized sums

Siegfried Hörmann, Yves-Caoimhin Swan

Research output: Contribution to journalArticle

Abstract

We obtain rates of convergence to the normal law of randomly weighted self-normalized sums. These rates are seen to hold for the convergence of a number of important statistics, such as for instance Student's t-statistic or the empirical correlation coefficient.
LanguageUndefined/Unknown
Pages143-154
Number of pages12
JournalPeriodica mathematica Hungarica
Volume67
Issue number2
StatusPublished - 2013

Cite this

A note on the normal approximation error for randomly weighted self-normalized sums. / Hörmann, Siegfried; Swan, Yves-Caoimhin.

In: Periodica mathematica Hungarica, Vol. 67, No. 2, 2013, p. 143-154.

Research output: Contribution to journalArticle

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