Kolmogrov and Erdös test for self-normalized sums

In this note, we discuss the Kolmogrov and Erdös test for self-normalized sums. Some general results are obtained.

Year of publication:	1999
Authors:	Wang, Qiying
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 42.1999, 3, p. 323-326
Publisher:	Elsevier
Keywords:	Kolmogrov and Erdös test Self-normalized sums

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005137794