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

Siegfried Hörmann; Yves-Caoimhin Swan

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

Siegfried Hörmann
, Yves-Caoimhin Swan

Institute of Statistics (5060)

Research output: Contribution to journal › Article › peer-review

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
Pages (from-to)	143-154
Number of pages	12
Journal	Periodica Mathematica Hungarica
Volume	67
Issue number	2
Publication status	Published - 2013

Cite this

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title = "A note on the normal approximation error for randomly weighted self-normalized sums",

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.",

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AU - Hörmann, Siegfried

AU - Swan, Yves-Caoimhin

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PY - 2013

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AB - 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.

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SP - 143

EP - 154

JO - Periodica Mathematica Hungarica

JF - Periodica Mathematica Hungarica

IS - 2

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