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

\(t\)-statisticmoderate deviationsself-normalized sumnonuniform boundsLinnik zones

Mathematics Subject Classification ID

Large deviations (60F10)

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Cited in

(9)

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

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