On the self-normalized Cramér-type large deviation
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Publication:2576805
DOI10.1007/s10959-005-7531-5zbMath1087.60026MaRDI QIDQ2576805
Publication date: 14 December 2005
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-005-7531-5
62E20: Asymptotic distribution theory in statistics
60G50: Sums of independent random variables; random walks
60F15: Strong limit theorems
60F10: Large deviations
Related Items
Further refinement of self-normalized Cramér-type moderate deviations, Moderate deviations for two sample t-statistics, Laws of the iterated logarithm for self-normalised Lévy processes at zero, Refined self-normalized large deviations for independent random variables, Tilted Edgeworth expansions for asymptotically normal vectors, Self-normalization: taming a wild population in a heavy-tailed world, An almost sure central limit theorem for self-normalized weighted sums, PITMAN MEDAL
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