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On Standard Normal Convergence of the Multivariate Student $t$-Statistic for Symmetric Random Vectors


 
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1. Title Title of document On Standard Normal Convergence of the Multivariate Student $t$-Statistic for Symmetric Random Vectors
 
2. Creator Author's name, affiliation, country Evarist Giné; University of Connecticut, USA
 
2. Creator Author's name, affiliation, country Friedrich Götze; Universitat Bielefeld
 
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4. Description Abstract It is proved that if the multivariate Student $t$-statistic based on i.i.d. symmetric random vectors is asymptotically standard normal, then these random vectors are in the generalized domain of attraction of the normal law. Uniform integrability is also considered, even in the absence of symmetry.
 
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7. Date (YYYY-MM-DD) 2004-11-17
 
8. Type Status & genre Peer-reviewed Article
 
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9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1120
 
10. Identifier Digital Object Identifier 10.1214/ECP.v9-1120
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 9
 
12. Language English=en
 
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