On Large Deviations of a Self-normalized Sum

DOI10.1137/S0040585X97981391MaRDI QIDQ5472351zbMATH OpenOpenAlexFDO

Authors Sergei Nagaev

Publication date 9 June 2006

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

Full work available at URL https://doi.org/10.1137/s0040585x97981391

zbMATH Keywords

Berry-Esseen boundLyapunov ratio

Mathematics Subject Classification ID

Large deviations (60F10)

Cited in

(6)

• Cram'er type moderate deviations for the maximum of self-normalized sums
• Finite sample distributions of self-normalized sums
• scientific article; zbMATH DE number 6545529 (Why is no real title available?)
• Further research on limit theorems for self-normalized sums
• On Self-normalized Sums and Student's Statistic
• The asymptotic distribution of magnitude-Winsorized sums via self- normalization

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