Vu, H. T. V.; Maller, R. A.; Klass, M. J. - In: Journal of Multivariate Analysis 57 (1996) 1, pp. 142-155
We give general matrix Studentisation results for random vectors converging in distribution to a spherically symmetric random vector, which have wide applicability to the asymptotic properties of estimators obtained from estimating equations, for example. Appropriate matrix "square roots,"...