Berry–Esseen Bounds for Self-Normalized Martingales
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics,Statistics and Probability
Link
http://link.springer.com/article/10.1007/s40304-017-0122-9/fulltext.html
Reference15 articles.
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2. Bentkus, V., Bloznelis, M., Götze, F.: A Berry–Esséen bound for student’s statistic in the non-iid case. J. Theor. Probab. 9(3), 765–796 (1996)
3. Csörgő, M., Szyszkowicz, B., Wang, Q.: Donsker’s theorem for self-normalized partial sums processes. Ann. Probab. 31, 1228–1240 (2003)
4. De la Peña, V.H., Lai, T.L., Shao, Q.M.: Self-normalized Processes: Limit Theory and Statistical Applications. Springer, New York (2009)
5. Giné, E., Götze, F., Mason, D.M.: When is the student $$t$$ t -statistic asymptotically standard normal? Ann. Probab. 25, 1514–1531 (1997)
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