On the Studentisation of Random Vectors
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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.
- Kesten, Harry & Maller, R. A., 1997. "Random Deletion Does Not Affect Asymptotic Normality or Quadratic Negligibility," Journal of Multivariate Analysis, Elsevier, vol. 63(1), pages 136-179, October.
- H. Vu & R. Maller & X. Zhou, 1998. "Asymptotic Properties of a Class of Mixture Models for Failure Data: The Interior and Boundary Cases," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(4), pages 627-653, December.
- Csörgő, Miklós & Martsynyuk, Yuliya V., 2011. "Functional central limit theorems for self-normalized least squares processes in regression with possibly infinite variance data," Stochastic Processes and their Applications, Elsevier, vol. 121(12), pages 2925-2953.
- Martsynyuk, Yuliya V., 2012. "Invariance principles for a multivariate Student process in the generalized domain of attraction of the multivariate normal law," Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2270-2277.
- Maller, Ross A. & Mason, David M., 2015. "Matrix normalized convergence of a Lévy process to normality at zero," Stochastic Processes and their Applications, Elsevier, vol. 125(6), pages 2353-2382.
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KeywordsStudentisation random vectors spherically symmetric random vectors norming matrices stochastic matrices non-stochastic matrices positive definite matrices Cholesky square root symmetric square root (null);
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