The following pages link to Self-Normalized Processes (Q3528116):
Displayed 50 items.
- Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion (Q96848) (← links)
- A self-normalized law of the iterated logarithm for the geometrically weighted random series (Q270141) (← links)
- Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
- Strassen-type law of the iterated logarithm for self-normalized sums (Q354760) (← links)
- Self-normalized Cramér type moderate deviations for the maximum of sums (Q358144) (← links)
- Non-stationary quasi-likelihood and asymptotic optimality (Q397244) (← links)
- Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models (Q405492) (← links)
- Strassen-type law of the iterated logarithm for self-normalized increments of sums (Q432333) (← links)
- A note on the normal approximation error for randomly weighted self-normalized sums (Q485552) (← links)
- Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso (Q494397) (← links)
- Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
- Limit properties for ratios of order statistics from exponentials (Q504554) (← links)
- Self-normalized large deviations under sublinear expectation (Q511552) (← links)
- Monitoring multivariate time series (Q511999) (← links)
- Optimal Berry-Esseen bound for statistical estimations and its application to SPDE (Q512025) (← links)
- An almost sure central limit theorem for self-normalized partial sums (Q623217) (← links)
- Nonparametric regression with martingale increment errors (Q645603) (← links)
- A sequential Monte Carlo approach to computing tail probabilities in stochastic models (Q657700) (← links)
- Cramér type moderate deviation theorems for self-normalized processes (Q726728) (← links)
- Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences (Q777120) (← links)
- On the Wick theorem for mixtures of centered Gaussian distributions (Q847905) (← links)
- A general result on almost sure central limit theorem for self-normalized sums for mixing sequences (Q889471) (← links)
- Stein's method for nonlinear statistics: a brief survey and recent progress (Q900755) (← links)
- Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series (Q973889) (← links)
- Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance (Q1036617) (← links)
- Moderate deviations and nonparametric inference for monotone functions (Q1650077) (← links)
- Self-normalization: taming a wild population in a heavy-tailed world (Q1650693) (← links)
- Mean width of regular polytopes and expected maxima of correlated Gaussian variables (Q1683204) (← links)
- The self-normalized Donsker theorem revisited (Q1686349) (← links)
- Almost sure central limit theorem for self-normalized partial sums of \(\rho^{-}\)-mixing sequences (Q1687186) (← links)
- Gaussian approximation for high dimensional vector under physical dependence (Q1708978) (← links)
- Berry-Esseen bounds for self-normalized martingales (Q1744193) (← links)
- Relation between the rate of convergence of strong law of large numbers and the rate of concentration of Bayesian prior in game-theoretic probability (Q1747783) (← links)
- A strong approximation of self-normalized sums (Q1935715) (← links)
- Process convergence of self-normalized sums of i.i.d. random variables coming from domain of attraction of stable distributions (Q1948993) (← links)
- Quantile coupling inequalities and their applications (Q1950174) (← links)
- A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests (Q1952452) (← links)
- On necessary and sufficient conditions for the self-normalized central limit theorem (Q1989903) (← links)
- Time-uniform, nonparametric, nonasymptotic confidence sequences (Q2039804) (← links)
- Inference for high-dimensional varying-coefficient quantile regression (Q2074309) (← links)
- Robust and efficient mean estimation: an approach based on the properties of self-normalized sums (Q2074319) (← links)
- Matrices -- compensating the loss of anschauung (Q2101899) (← links)
- High-dimensional linear models with many endogenous variables (Q2116354) (← links)
- Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean (Q2131251) (← links)
- Tail bounds for empirically standardized sums (Q2137797) (← links)
- Bandit and covariate processes, with finite or non-denumerable set of arms (Q2145828) (← links)
- A note on the cluster set of the law of the iterated logarithm under sub-linear expectations (Q2165735) (← links)
- Self-normalized Cramér type moderate deviations for stationary sequences and applications (Q2186662) (← links)
- Time-uniform Chernoff bounds via nonnegative supermartingales (Q2188432) (← links)
- Cramér's type results for some bootstrapped \(U\)-statistics (Q2208388) (← links)