Self-normalized large deviations

DOI10.1214/aop/1024404289zbMath0873.60017OpenAlexW2091615098MaRDI QIDQ1356343

Qui-Man Shao

Publication date: 16 October 1997

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1024404289

zbMATH Keywords

large deviationlaw of the iterated logarithmmoderate deviationlimit distribution\(t\)-statisticself-normalized partial sumsErdös-Rényi-Shepp law of large numbers

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Large deviations (60F10)

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