Randomly weighted self-normalized Lévy processes
نویسندگان
چکیده
منابع مشابه
A note on the normal approximation error for randomly weighted self-normalized sums
Let X = {Xn}n≥1 and Y = {Yn}n≥1 be two independent random sequences. We obtain rates of convergence to the normal law of randomly weighted self-normalized sums ψn(X,Y) = n ∑ i=1 XiYi/Vn, Vn = √ Y 2 1 + · · ·+ Y 2 n . 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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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2013
ISSN: 0304-4149
DOI: 10.1016/j.spa.2012.10.002