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.
Original language | Undefined/Unknown |
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Pages (from-to) | 143-154 |
Number of pages | 12 |
Journal | Periodica Mathematica Hungarica |
Volume | 67 |
Issue number | 2 |
Publication status | Published - 2013 |