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Self-normalized central limit theorem for sums of weakly dependent random variables

✍ Scribed by Magda Peligrad; Qi-Man Shao


Book ID
112712956
Publisher
Springer US
Year
1994
Tongue
English
Weight
792 KB
Volume
7
Category
Article
ISSN
0894-9840

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πŸ“œ SIMILAR VOLUMES


A central limit theorem for self-normali
✍ M.P Quine πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 100 KB

We give conditions under which the self-normalized product of independent and identically distributed (i.i.d) random variables X1; X2; : : :, where \* denotes the sum over all n-1-long sequences of integers 16i1Β‘i2Β‘ β€’ β€’ β€’ Β‘in-16n, is asymptotically normally distributed as n β†’ ∞.