On Bounds for Moderate Deviations for Student's Statistic

DOI10.1137/S0040585X97980610MaRDI QIDQ4830871zbMATH OpenOpenAlexFDO

Authors Friedrich Götze, Gennadiy P. Chistyakov

Publication date 16 December 2004

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

Full work available at URL https://doi.org/10.1137/s0040585x97980610

zbMATH Keywords

\(t\)-statisticLinnik zonesmoderate deviationsnonuniform boundsself-normalized sum

Mathematics Subject Classification ID

Large deviations (60F10)

Recommendations

• Moderate deviations for finite population Student's statistic
• Moderate Deviations for Student's Statistic
• Moderate deviations for \(M\)-estimators
• Cramér type moderate deviations for Studentized \(U\)-statistics
• Moderate deviations for a class of L-statistics
• scientific article; zbMATH DE number 4218438
• scientific article; zbMATH DE number 3973955
• On lower bounds of moderate large deviations of tests and estimators

Cited in

(10)

• Exponential bounds for multivariate self-normalized sums
• Self-normalization: taming a wild population in a heavy-tailed world
• Self-normalized deviation inequalities with application to t-statistic
• On the self-normalized Cramér-type large deviation
• Exact bounds on the closeness between the Student and standard normal distributions
• On Student's 1908 Article “The Probable Error of a Mean”
• Moderate Deviations for Student's Statistic
• Refined self-normalized large deviations for independent random variables
• Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions
• Self-normalized Cramér type moderate deviation theorem for Gaussian approximation

This page was built for publication: On Bounds for Moderate Deviations for Student's Statistic

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4830871)