Self-normalized Cramér type moderate deviations for the maximum of sums

DOI10.3150/12-BEJ415zbMath1273.60032arXiv1307.6044MaRDI QIDQ358144

Qui-Man Shao, Qiying Wang, Wei-Dong Liu

Publication date: 16 August 2013

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.6044

zbMATH Keywords

independent random variables; maximum of self-normalized sums

Mathematics Subject Classification ID

60F10: Large deviations

Related Items

Self-normalized Cramér-type moderate deviations under dependence, Self-normalized deviation inequalities with application to \(t\)-statistic

Cites Work

• Unnamed Item
• Refined self-normalized large deviations for independent random variables
• Berry-Esseen type estimates for large deviation probabilities
• Cram'er type moderate deviations for the maximum of self-normalized sums
• A Cramér type large deviation result for Student's \(t\)-statistic
• Self-normalized large deviations
• Self-normalized Cramér-type large deviations for independent random variables.
• Self-Normalized Processes
• Non-Uniform Estimates, Moderate and Large Deviations in the Central Limit Theorem form-Dependent Random Variables
• On the Probabilities of Large Deviations for the Maximum of Sums of Independent Random Variables
• Moderate Deviations for Student's Statistic
• Martingale Central Limit Theorems