Self-normalized Cramér-type large deviations for independent random variables.

DOI10.1214/aop/1068646382zbMath1051.60031OpenAlexW1982215369MaRDI QIDQ1433897

Bing-Yi Jing, Qiying Wang, Qui-Man Shao

Publication date: 1 July 2004

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

Full work available at URL: https://projecteuclid.org/euclid.aop/1068646382

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Large deviations (60F10)

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Uses Software

• bootstrap
• bootlib

Cites Work

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