Asymptotics for Multivariate t-Statistic and Hotelling's T2-Statistic Under Infinite Second Moments via Bootstrapping
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- Martsynyuk, Yuliya V., 2013. "On the generalized domain of attraction of the multivariate normal law and asymptotic normality of the multivariate Student t-statistic," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 402-411.
- Laurens Cherchye & Thomas Demuynck & Bram De Rock & Mikhail Freer, 2018. "Equilibrium Play in First Price Auctions: Revealed Preference Analysis," Working Papers ECARES 2018-36, ULB -- Universite Libre de Bruxelles.
- 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.
- Xu, Jin & Gupta, Arjun K., 2006. "Improved confidence regions for a mean vector under general conditions," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1051-1062, November.
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