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On the Studentisation of Random Vectors

✍ Scribed by H.T.V. Vu; R.A. Maller; M.J. Klass

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
453 KB
Volume
57
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.

✦ Synopsis

We give general matrix Studentisation results for random vectors converging in distribution to a spherically symmetric random vector, which have wide applicability to the asymptotic properties of estimators obtained from estimating equations, for example. Appropriate matrix ``square roots,'' required for normalisation of the random vectors, are shown to be the Cholesky square root and the symmetric positive definite square root.

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