On large deviations of self-normalized sum

MaRDI QIDQ2769658zbMATH OpenFDO

Authors A. Basalykas

Publication date 25 September 2002

zbMATH Keywords

cumulant methodlarge deviationsself-normalized sum

Mathematics Subject Classification ID

Large deviations (60F10)

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Cited in

(14)

• Cram'er type moderate deviations for the maximum of self-normalized sums
• Self-normalized large deviations for Markov chains
• Finite sample distributions of self-normalized sums
• Self-normalized moderate deviations for independent random variables
• On the self-normalized Cramér-type large deviation
• scientific article; zbMATH DE number 6545529 (Why is no real title available?)
• A note on the self-normalized large deviation
• Further research on limit theorems for self-normalized sums
• Self-normalized large deviations under sublinear expectation
• Large deviations for quasi-arithmetically self-normalized random variables
• Refined self-normalized large deviations for independent random variables
• On Self-normalized Sums and Student's Statistic
• Limit theorems for self-normalized large deviation
• The asymptotic distribution of magnitude-Winsorized sums via self- normalization

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