Malliavin Calculus and Self Normalized Sums
Résumé
We study the self-normalized sums of independent random variables from the perspective of the Malliavin calculus. We give the chaotic expansion for them and we prove a Berry-Esséen bound with respect to several distances.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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