Cluster sets of self-normalized sums

被引：0

作者：

Mason, David M. ^{[1
]}

机构：

[1] Univ Delaware, Stat Program, Newark, DE 19717 USA

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2006年 / 19卷 / 04期

基金：

美国国家科学基金会;

关键词：

self-normalized sums; stable laws; cluster sets;

D O I：

10.1007/s10959-006-0042-1

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We determine the cluster sets of certain self-normalized sums of i.i.d. random variables. In the process, we obtain a refined large deviation result for sums in the domain of attraction of a stable law.

引用

页码：911 / 930

页数：20

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