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.