A connection between self-normalized products and stable laws

Igor Melnykov and John T. Chen

Statistics & Probability Letters, 2007, vol. 77, issue 17, 1662-1665

Abstract: Let X1,...,Xn constitute a random sample from a population with underpinning cumulative distribution function F(x). For any value 0

Keywords: Self-normalized; product; Stable; law; Symmetric; distribution; Rayleigh; model; Random; walk; Data; transformation (search for similar items in EconPapers)
Date: 2007
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