Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean (Q2131251): Difference between revisions

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English	Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean	scientific article

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scholarly article

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title

Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean (English)

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The Annals of Statistics

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publication date

25 April 2022

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full work available at URL

https://arxiv.org/abs/2107.13205

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zbMATH Keywords

dependent random variables

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high dimensional

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moderate deviation

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self-normalized sums

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winsorized mean

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MaRDI profile type

MaRDI publication profile

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cites work

A Berry-Esséen bound for Student's statistic in the non-i. i. d. case

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The Berry-Esseen bound for Student's statistic

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Convergence rates in the strong law for bounded mixing sequences

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Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood

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Self-normalized Cramér-type moderate deviations under dependence

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Self-Normalized Processes

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Simplified Estimation from Censored Normal Samples

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High-dimensional classification using features annealed independence rules

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To How Many Simultaneous Hypothesis Tests Can Normal, Student's<i>t</i>or Bootstrap Calibration Be Applied?

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When is the Student \(t\)-statistic asymptotically standard normal?

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Edgeworth expansion for Student's t statistic under minimal moment conditions

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On weighted \(U\)-statistics for stationary processes.

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Robust Estimation of a Location Parameter

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Robust regression: Asymptotics, conjectures and Monte Carlo

0 references

Self-normalized Cramér-type large deviations for independent random variables.

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Probability Inequalities

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Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series

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A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests

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A Note on Estimation from a Cauchy Sample

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A Cramér type large deviation result for Student's \(t\)-statistic

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On necessary and sufficient conditions for the self-normalized central limit theorem

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Weak convergence for weighted empirical processes of dependent sequences

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Cramér type moderate deviation theorems for self-normalized processes

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On the Convergence Rate in the Central Limit Theorem for <i>m</i>-Dependent Random Variables

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Refined self-normalized large deviations for independent random variables

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An exponential nonuniform Berry-Esseen bound for self-normalized sums

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Nonlinear system theory: Another look at dependence

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Asymptotic theory for stationary processes

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Limit theorems for iterated random functions

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A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing

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Identifiers

zbMATH Open document ID

1486.60044

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DOI

10.1214/21-AOS2122

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2131251

@@ Property / cites work @@
+A Berry-Esséen bound for Student's statistic in the non-i. i. d. case
+Normal rank
@@ Property / cites work @@
+The Berry-Esseen bound for Student's statistic
@@ Property / cites work: The Berry-Esseen bound for Student's statistic / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence rates in the strong law for bounded mixing sequences
+Normal rank
@@ Property / cites work @@
+Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
+Normal rank
@@ Property / cites work @@
+Self-normalized Cramér-type moderate deviations under dependence
+Normal rank
@@ Property / cites work @@
+Self-Normalized Processes
@@ Property / cites work: Self-Normalized Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Simplified Estimation from Censored Normal Samples
+Normal rank
@@ Property / cites work @@
+High-dimensional classification using features annealed independence rules
+Normal rank
@@ Property / cites work @@
+To How Many Simultaneous Hypothesis Tests Can Normal, Student's<i>t</i>or Bootstrap Calibration Be Applied?
+Normal rank
@@ Property / cites work @@
+When is the Student \(t\)-statistic asymptotically standard normal?
+Normal rank
@@ Property / cites work @@
+Edgeworth expansion for Student's t statistic under minimal moment conditions
+Normal rank
@@ Property / cites work @@
+On weighted \(U\)-statistics for stationary processes.
+Normal rank
@@ Property / cites work @@
+Robust Estimation of a Location Parameter
@@ Property / cites work: Robust Estimation of a Location Parameter / rank @@
+Normal rank
@@ Property / cites work @@
+Robust regression: Asymptotics, conjectures and Monte Carlo
+Normal rank
@@ Property / cites work @@
+Self-normalized Cramér-type large deviations for independent random variables.
+Normal rank
@@ Property / cites work @@
+Probability Inequalities
@@ Property / cites work: Probability Inequalities / rank @@
+Normal rank
@@ Property / cites work @@
+Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series
+Normal rank
@@ Property / cites work @@
+A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests
+Normal rank
@@ Property / cites work @@
+A Note on Estimation from a Cauchy Sample
@@ Property / cites work: A Note on Estimation from a Cauchy Sample / rank @@
+Normal rank
@@ Property / cites work @@
+A Cramér type large deviation result for Student's \(t\)-statistic
+Normal rank
@@ Property / cites work @@
+On necessary and sufficient conditions for the self-normalized central limit theorem
+Normal rank
@@ Property / cites work @@
+Weak convergence for weighted empirical processes of dependent sequences
+Normal rank
@@ Property / cites work @@
+Cramér type moderate deviation theorems for self-normalized processes
+Normal rank
@@ Property / cites work @@
+On the Convergence Rate in the Central Limit Theorem for <i>m</i>-Dependent Random Variables
+Normal rank
@@ Property / cites work @@
+Refined self-normalized large deviations for independent random variables
+Normal rank
@@ Property / cites work @@
+An exponential nonuniform Berry-Esseen bound for self-normalized sums
+Normal rank
@@ Property / cites work @@
+Nonlinear system theory: Another look at dependence
+Normal rank
@@ Property / cites work @@
+Asymptotic theory for stationary processes
@@ Property / cites work: Asymptotic theory for stationary processes / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theorems for iterated random functions
@@ Property / cites work: Limit theorems for iterated random functions / rank @@
+Normal rank
@@ Property / cites work @@
+A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing
+Normal rank
@@ Property / OpenAlex ID @@
+W3184456613
@@ Property / OpenAlex ID: W3184456613 / rank @@
+Normal rank