Large and moderate deviations for Hotelling's \(T^2\)-statistic (Q2433679)
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English | Large and moderate deviations for Hotelling's \(T^2\)-statistic |
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Large and moderate deviations for Hotelling's \(T^2\)-statistic (English)
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3 November 2006
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large deviation
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moderate deviation
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self-normalized partial sums
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law of the iterated logarithm
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