A Cramér type large deviation result for Student's t-statistic
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Publication:1295852
DOI10.1023/A:1021626127372zbMATH Open0927.60045OpenAlexW1856028969MaRDI QIDQ1295852FDOQ1295852
Publication date: 23 September 1999
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1021626127372
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- Sharp large deviation results for sums of independent random variables
- Cramér type large deviations for a class of statistics
- Self-normalized moderate deviation and laws of the iterated logarithm under \(G\)-expectation
- Cramér-type moderate deviations under local dependence
- Strong approximations of level exceedences related to multiple hypothesis testing
- Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences
- Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme
- Precise asymptotics in complete moment convergence for self-normalized sums
- Berry-Esseen bounds for self-normalized martingales
- Further refinement of self-normalized Cramér-type moderate deviations
- A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests
- Stein's method for nonlinear statistics: a brief survey and recent progress
- On asymptotic and strict monotonicity of a sharper lower bound for Student's \(t\) percentiles
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences
- Self-normalization: taming a wild population in a heavy-tailed world
- Self-normalized moderate deviations for independent random variables
- Precise asymptotics in the deviation probability series of self-normalized sums
- Self-normalized moderate deviations for random walk in random scenery
- An almost sure central limit theorem for self-normalized products of sums of i.i.d. random variables
- Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences
- Tail Probability Ratios of Normal and Student’stDistributions
- Self-normalized Cramér-type large deviations for independent random variables.
- Self-normalized Cramér-type moderate deviations for functionals of Markov chain
- Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean
- Self-normalized Cramér type moderate deviations for stationary sequences and applications
- Self-normalized Cramér type moderate deviations for martingales
- Self-normalized Cramér type moderate deviations for the maximum of sums
- Cramér type moderate deviation theorems for self-normalized processes
- Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series
- Precise asymptotics in the self-normalized law of the iterated logarithm
- Asymptotic distribution of the largest off-diagonal entry of correlation matrices
- Asymptotic distributions of non-central Studentized statistics
- Cramér-type moderate deviation for Studentized compound Poisson sum
- Refined self-normalized large deviations for independent random variables
- An almost sure central limit theorem for self-normalized weighted sums
- Further research on limit theorems for self-normalized sums
- Tail bounds for empirically standardized sums
- A general result on almost sure central limit theorem for self-normalized sums for mixing sequences
- Moderate deviations for two sample t-statistics
- Robustness of multiple testing procedures against dependence
- Limit distributions of Studentized means.
- An extension of almost sure central limit theorem for self-normalized products of sums for mixing sequences
- Tightness of the Student \(t\)-statistic
- Non-uniform Berry–Esseen bounds for martingales with applications to statistical estimation
- On necessary and sufficient conditions for the self-normalized central limit theorem
- Self-normalized LIL for Hanson-Russo type increments
- Invariance principles for adaptive self-normalized partial sums processes.
- Sharp large deviations for sums of bounded from above random variables
- Cramér-type large deviations for samples from a finite population
- Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions
- Self-normalized Cramér type moderate deviations for martingales and applications
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