The Asymptotic Distribution of Self-Normalized Triangular Arrays

M. David ()
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M. David: University of Delaware

Journal of Theoretical Probability, 2005, vol. 18, issue 4, 853-870

Abstract: We develop a general approach to the asymptotic distribution of self-normalized triangular arrays of independent infinitesimal random variables

Keywords: self-normalized sums; stochastic compactness; infinitely divisible laws; asymptotic distribution (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s10959-005-7529-z

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