Asymptotics for multivariate t-statistic for random vectors in the generalized domain of attraction of the multivariate normal law

Steven J. Sepanski

Statistics & Probability Letters, 1996, vol. 30, issue 2, 179-188

Abstract: We define the appropriate analogue of Student's t-statistic for multivariate data, and prove that it is asymptotically normal for random vectors in the Generalized Domain of Attraction of the Normal Law. This extends an earlier result where asymptotic normality was proved under the stronger hypothesis of Domain of Attraction.

Keywords: Affine; normalization; Self; normalization; Bootstrap; Central; limit; theorem; Domain; of; attraction; Generalized; domain; of; attraction; Multivariate; t-statistic (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (4)

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