Malliavin Calculus and Self Normalized Sums
Probability
2014-09-05 v1
Abstract
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-Ess\'een bound with respect to several distances.
Keywords
Cite
@article{arxiv.1107.0410,
title = {Malliavin Calculus and Self Normalized Sums},
author = {Solesne Bourguin and Ciprian Tudor},
journal= {arXiv preprint arXiv:1107.0410},
year = {2014}
}