A central limit theorem for self-normalized products of random variables

We give conditions under which the self-normalized productof independent and identically distributed (i.i.d) random variables X1,X2,..., where [summation operator]* denotes the sum over all n-1-long sequences of integers 1[less-than-or-equals, slant]i1<i2<...<in-1[less-than-or-equals, slant]n, is asymptotically normally distributed as n-->[infinity].

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Year of publication:	1999
Authors:	Quine, M. P.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 43.1999, 2, p. 137-143
Publisher:	Elsevier
Keywords:	Self-normalized product Independent and identically distributed random variables Asymptotic normality

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

Persistent link: https://www.econbiz.de/10005138192