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arXiv · 1107.0410

Malliavin Calculus and Self Normalized Sums

Solesne Bourguin·Ciprian Tudor
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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.

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Solesne Bourguin, Ciprian Tudor. 2011-07-02. Malliavin Calculus and Self Normalized Sums. https://arxiv.org/abs/1107.0410

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