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 Electronic Communications in Probability > Vol. 9 (2004) > Paper 17 open journal systems 


Multivariate Student $t$-Statisti

Evarist Giné, University of Connecticut, USA
Friedrich Götze, Universitat Bielefeld


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.


Full text: PDF

Pages: 162-171

Published on: November 17, 2004


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Electronic Communications in Probability. ISSN: 1083-589X