Large deviations for quasi-arithmetically self-normalized random variables

DOI10.1051/PS/2011112MaRDI QIDQ5408459zbMATH OpenOpenAlexFDO

Authors Jean-Marie Aubry, Marguerite Zani

Publication date 10 April 2014

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1051/ps/2011112

zbMATH Keywords

Bahadur exact slopelarge deviationsself-normalised statistics

Mathematics Subject Classification ID

Large deviations (60F10) Asymptotic properties of parametric tests (62F05)

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Cited in

(1)

• Large deviations for sums of bounded functions of a normalized sample under gamma distribution

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