Large and moderate deviations for Hotelling's \(T^2\)-statistic
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Publication:2433679
DOI10.1214/ECP.v11-1209zbMath1112.60017MaRDI QIDQ2433679
Publication date: 3 November 2006
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/127417
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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Self-normalization: taming a wild population in a heavy-tailed world ⋮ Self-normalized Cramér type moderate deviations for stationary sequences and applications ⋮ Comparison of non-nested models under a general measure of distance ⋮ A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests ⋮ Theory and applications of multivariate self-normalized processes
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