An exponential nonuniform Berry-Esseen bound for self-normalized sums

DOI10.1214/AOP/1022677562MaRDI QIDQ1577752zbMATHOpenAlexFDO

Authors Qiying Wang, Bing-Yi Jing

Publication date 13 November 2001

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

Full work available at URL https://doi.org/10.1214/aop/1022677562

zbMATH Keywords

\(t\)-statisticBerry-Esseen boundmoderate deviationsself-normalized sumsnonuniform estimate

Mathematics Subject Classification ID

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

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Cited in

(40)

• Nonuniform Berry-Esseen bounds for studentized U-statistics
• Exponential bounds for multivariate self-normalized sums
• The Berry-Esseen bound for Student's statistic
• Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean
• Limit distributions of Studentized means.
• Moderate Deviations for Student's Statistic
• Convergence and precise asymptotics for series involving self-normalized sums
• Self-normalized moderate deviations for independent random variables
• Non-uniform bounds and Edgeworth expansions in self-normalized limit theorems
• scientific article; zbMATH DE number 3973955 (Why is no real title available?)
• Darling-Erdős theorem for self-normalized sums
• Differential calculus for linear operators represented by finite signed measures and applications
• Precise asymptotics in the deviation probability series of self-normalized sums
• Non-uniform bounds and Edgeworth expansions in self-normalized limit theorems
• Further refinement of self-normalized Cramér-type moderate deviations
• scientific article; zbMATH DE number 7703256 (Why is no real title available?)
• Self-normalized deviation inequalities with application to \(t\)-statistic
• scientific article; zbMATH DE number 4105942 (Why is no real title available?)
• Self-normalization: taming a wild population in a heavy-tailed world
• An exponential nonuniform Berry-Esseen bound of the maximum likelihood estimator in a Jacobi process
• A kind of complete moment convergence for self-normalized sums
• An exponential nonuniform Berry-Esseen bound for the fractional Ornstein-Uhlenbeck process
• A limit theorem for the moment of self-normalized sums
• A general law of complete moment convergence for self-normalized sums
• Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions
• Self-normalized sums. Supplement
• Non-uniform Berry-Esseen bounds for martingales with applications to statistical estimation
• Coverage accuracy for a mean without third moment
• The Berry-Esseen bound for self-normalized sums
• An exponential nonuniform convergence rate for a class of normalized L-statistics
• Tail bounds for empirically standardized sums
• Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic.
• Precise asymptotics in the self-normalized law of the iterated logarithm
• Asymptotic distribution of the largest off-diagonal entry of correlation matrices
• Berry-Esseen bounds for self-normalized sums of locally dependent random variables
• Refined self-normalized large deviations for independent random variables
• Precise asymptotics in complete moment convergence for self-normalized sums
• On self-normalized sums
• Self-normalized Cramér-type large deviations for independent random variables.
• Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions

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