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self-normalization
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Convergence of self-normalized partial sums processes in C[0,1] and D[0,1]
Let $(X_i)_{i\geq 1}$ be an i.i.d. sequence of mean zero random variables, $S_n:= X_1+\cdots + X_n$ and $V_n^2:=X_1^2+\cdots +X_n^2$. We consider four sequences of...
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