On self-normalized sums and student's statistic

Article

Novak, S. 2005. On self-normalized sums and student's statistic. Theory of Probability and Its Applications. 49 (2), pp. 336-344. https://doi.org/10.1137/S0040585X97981081
TypeArticle
TitleOn self-normalized sums and student's statistic
AuthorsNovak, S.
Abstract

We evaluate the accuracy of normal approximation for the distributions of some nonlinear functionals of sums of random vectors. A Berry--Esseen type inequality {\em with explicit constants} for the distribution of Student's statistic is established as a consequence of the main result.

JournalTheory of Probability and Its Applications
ISSN0040-585X
Publication dates
Print01 Mar 2005
Publication process dates
Deposited28 Nov 2008
Output statusPublished
Digital Object Identifier (DOI)https://doi.org/10.1137/S0040585X97981081
LanguageEnglish
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