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文章基本信息

  • 标题:On Standard Normal Convergence of the Multivariate Student $t$-Statistic for Symmetric Random Vectors
  • 本地全文:下载
  • 作者:Giné, Evarist ; Götze, Friedrich
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2004
  • 卷号:9
  • 页码:162-171
  • DOI:10.1214/ECP.v9-1120
  • 出版社:Electronic Communications in Probability
  • 摘要:It is proved that if the multivariate Student $t$-statistic based on i.i.d. symmetric random vectors is asymptotically standard normal, then these random vectors are in the generalized domain of attraction of the normal law. Uniform integrability is also considered, even in the absence of symmetry.
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