Donsker's theorem for self-normalized partial sums processes

By Qi Wu, B. Szyszkowicz, M. Csörgo. 2003

153 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Uniform change point tests in high dimension (2015, background): “[21, 22]), condition σh > 0 can be removed to some extent by more detailed arguments due to the self-normalization in B n,h.”
Self-normalized limit theorems: A survey (2013, methodology): “Furthermore, CsSzW (2003b) [19] also proved the following result for self-normalized, self-randomized partial sums processes of independent random variables.”