ON STANDARD NORMAL CONVERGENCE OF THE MULTIVARIATE STUDENT t-STATISTIC FOR SYMMETRIC RANDOM VECTORS

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. 

Topics

Figures and Tables

Sorry, we couldn't extract any figures or tables for this paper.

Slides referencing similar topics