Self-normalization: taming a wild population in a heavy-tailed world
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Publication:1650693
DOI10.1007/S11766-017-3552-YzbMATH Open1399.60032OpenAlexW2753131821MaRDI QIDQ1650693FDOQ1650693
Authors: Wenxin Zhou, Q. M. Shao 
Publication date: 18 July 2018
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://escholarship.org/uc/item/67t5b3f8
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large deviation\(U\)-statisticmoderate deviationBerry-Esseen inequalityStudent's \(t\)-statisticHotelling's \({T^2}\)-statisticselfnormalization
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Cited In (7)
- Berry-Esseen bounds for self-normalized martingales
- Self-Normalized Processes
- Pseudo-maximization and self-normalized processes
- Self-normalized moderate deviations for random walk in random scenery
- Self-normalized Cramér-type moderate deviations for functionals of Markov chain
- Tail bounds for empirically standardized sums
- On necessary and sufficient conditions for the self-normalized central limit theorem
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