Electronic Communications in Probability

Acknowledgment of Priority: When Does a Randomly Weighted Self-normalized Sum Converge in Distribution? (Elect. Comm. in Probab. 10 (2005), 70-81)

David Mason and Joel Zinn

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Abstract

Christian Houdre has kindly pointed us to a paper by A. Fuks, A. Joffe and J. Teugels, where their Theorem 5.3 is our Proposition 3 in the case $0 < \alpha < 1$.

Article information

Source
Electron. Commun. Probab., Volume 10 (2005), paper no. 30, 297.

Dates
Accepted: 31 December 2005
First available in Project Euclid: 4 June 2016

Permanent link to this document
https://projecteuclid.org/euclid.ecp/1465058095

Digital Object Identifier
doi:10.1214/ECP.v10-1170

Mathematical Reviews number (MathSciNet)
MR2198604

Zentralblatt MATH identifier
1112.60015

Rights
This work is licensed under aCreative Commons Attribution 3.0 License.

Citation

Mason, David; Zinn, Joel. Acknowledgment of Priority: When Does a Randomly Weighted Self-normalized Sum Converge in Distribution? (Elect. Comm. in Probab. 10 (2005), 70-81). Electron. Commun. Probab. 10 (2005), paper no. 30, 297. doi:10.1214/ECP.v10-1170. https://projecteuclid.org/euclid.ecp/1465058095


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References

  • D. M. Mason and J. Zinn, When does a randomly weighted self-normalized sum converge in distribution? Elec. Comm. Probab. 10 (2005), 70–81
  • A. Fuks, A. Joffe and J. Teugels, Expectation of the ratio of the sum of squares to the square of the sum: exact and asymptotic results. (Russian) Teor. Veroyatnost. i Primenen. (2001) 46, no. 2, 297–310; translation in Theory Probab. Appl. (2002) 46, no. 2, 243–255.