Towards a universal self-normalized moderate deviation

DOI10.1090/S0002-9947-08-04402-4zbMath1143.60022OpenAlexW2083022876MaRDI QIDQ3518201

Bing-Yi Jing, Qui-Man Shao, Wang Zhou

Publication date: 7 August 2008

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9947-08-04402-4

zbMATH Keywords

large deviationmoderate deviationself-normalized sumsthe law of the iterated logarithm

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Large deviations (60F10)

Related Items (9)

Self-normalization: taming a wild population in a heavy-tailed world ⋮ A nonclassical LIL for geometrically weighted series in Banach space ⋮ Strassen-type law of the iterated logarithm for self-normalized sums ⋮ A strong approximation of self-normalized sums ⋮ Strassen-type law of the iterated logarithm for self-normalized increments of sums ⋮ Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence ⋮ Matrix Factor Analysis: From Least Squares to Iterative Projection ⋮ Laws of the iterated logarithm for self-normalised Lévy processes at zero ⋮ Weak Convergence of Self-normalized Partial Sums Processes

Cites Work

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• Self-normalized Cramér-type large deviations for independent random variables.
• Tightness of the Student \(t\)-statistic
• Limit distributions of Studentized means.
• The Berry-Esseen bound for Student's statistic
• Limit distributions of self-normalized sums
• Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions
• Some universal results on the behavior of increments of partial sums
• Uniform Central Limit Theorems

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