On the generalized domain of attraction of the multivariate normal law and asymptotic normality of the multivariate Student t-statistic
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DOI: 10.1016/j.jmva.2012.08.012
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- Maller, R. A., 1993. "Quadratic Negligibility and the Asymptotic Normality of Operator Normed Sums," Journal of Multivariate Analysis, Elsevier, vol. 44(2), pages 191-219, February.
- Sepanski, S. J., 1994. "Asymptotics for Multivariate t-Statistic and Hotelling's T2-Statistic Under Infinite Second Moments via Bootstrapping," Journal of Multivariate Analysis, Elsevier, vol. 49(1), pages 41-54, April.
- Vu, H. T. V. & Maller, R. A. & Klass, M. J., 1996. "On the Studentisation of Random Vectors," Journal of Multivariate Analysis, Elsevier, vol. 57(1), pages 142-155, April.
- Sepanski, Steven J., 1996. "Asymptotics for multivariate t-statistic for random vectors in the generalized domain of attraction of the multivariate normal law," Statistics & Probability Letters, Elsevier, vol. 30(2), pages 179-188, October.
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Keywords
Generalized domain of attraction of the d-variate normal law; Full random vector; Domain of attraction of the normal law; Slowly varying function at infinity; Sample correlation matrix; Cramér–Wold device; Spherically symmetric random vector; Pareto distribution; (Left) Cholesky square root of a matrix; Symmetric positive definite square root of a matrix; d-variate Student t-statistic;All these keywords.
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