Self-normalized processes are of common occurrence in probabilistic and statistical studies.
A prototypical example is Student's t-statistic introduced in 1908 by Gosset, whose portrait is …

Extreme value theory (EVT) deals with extreme (rare) events. Such events/variables are
often reported as outliers. In some textbooks one can find recommendations to remove …

Abstract Let X_1,X_2,..., be independent random variables with EX_i=0 and write
S_n=i=1^nX_i and V_n^2=i=1^nX_i^2. This paper provides an overview of current …

Student's t statistic is frequently used in practice to test hypotheses about means. Today, in
fields such as genomics, tens of thousands of t-tests are implemented simultaneously, one …

Let {X, Xi; i⩾ 1} be a sequence of independent and identically distributed positive random
variables, which is in the domain of attraction of the normal law, and tn be a positive, integer …

Let X, X1, X2,… be iid nondegenerate random variables with zero means, Sn=∑ j= 1nXj and
Vn2=∑ j= 1nXj2. We investigate the precise asymptotics in the law of the iterated logarithm …

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This paper investigates weighted approximations for Studentized U-statistics type
processes, both with symmetric and antisymmetric kernels, only under the assumption that …

Linear structural error-in-variables models with univariate observations are revisited for
studying modified least squares estimators of the slope and intercept. New marginal central …

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