Moderate Deviations for Student's Statistic

DOI10.1137/S0040585X97979846MaRDI QIDQ4442923zbMATH OpenOpenAlexFDO

Authors Friedrich Götze, Gennadiy P. Chistyakov

Publication date 21 January 2004

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97979846

zbMATH Keywords

Linnik zonesmoderate deviationsnonuniform boundsself-normalized sumt-statistic

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Asymptotic distribution theory in statistics (62E20)

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• Self-normalized deviation inequalities with application to t-statistic
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• On Bounds for Moderate Deviations for Student's Statistic
• Refined self-normalized large deviations for independent random variables
• Non-uniform bounds and Edgeworth expansions in self-normalized limit theorems

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