## The self-normalized Donsker theorem revisited

*Parczewski, Peter*;

Related identifiers: doi: 10.15559/17-VMSTA82 - Subject: Mathematics - Probabilityarxiv: Mathematics::Probability

- References (20) 20 references, page 1 of 2
- 1
- 2

[Billingsley (1968)] Billingsley, P. Convergence of Probability Measures. John Wiley and Sons, Inc., New York (1968).

[Cso¨rgo˝ et al. (2003)] Cs¨orgo˝, M and Szyszkowicz, B. and Wang, Q. Donsker's theorem for self-normalized partial sums processes. Ann. Probab. 31 (3), 1228-1240 (2003).

[Cso¨rgo˝ and Hu (2015)] Cs¨orgo˝, M. and Hu, Z. Weak convergence of self-normalized partial sums processes. In Fields Inst. Commun., 76, Fields Inst. Res. Math. Sci., Toronto, ON, 3-15, (2015).

[Cutland and Ng (1993)] Cutland, N. and Ng, S.-A. The Wiener sphere and Wiener measure. Ann. Probab. 21 (1), 1-13 (1993).

[de la Pen˜a et al. (2009)] de la Pen˜a, V. H. and Lai, T. L. and Shao, Q.-M. Self-normalized processes. Probability and its Applications. Springer, Berlin (2009).

[Diaconis and Freedman (1987)] Diaconis, P. and Freedman, D. A dozen de Finetti-style results in search of a theory. Ann. Inst. H. Poincar´e Probab. Statist. 23 (2), 397-423 (1987).

[Dryden (2005)] Dryden, I. L. Statistical analysis on high-dimensional spheres and shape spaces. Ann. Statist. 33 (4), 1643-1665 (2005).

[Gin´e et al. (1997)] Gin´e, E. and G¨otze, F. and Mason, D. M. When is the Student t-statistic asymptotically standard normal? Ann. Probab. 25, 1514-1531 (1997).

[Kallenberg (2002)] Kallenberg, O. Foundations of modern probability. Second edition. Probability and its Applications. New York: Springer (2002).

[Ledoux and Talagrand (1991)] Ledoux, M. and Talagrand, M. Probability in Banach spaces. Springer, Berlin (1991).

- Metrics No metrics available

- Download from

- Cite this publication