On the self-normalized Cramér-type large deviation

DOI10.1007/s10959-005-7531-5zbMath1087.60026MaRDI QIDQ2576805

John Robinson, Qiying Wang

Publication date: 14 December 2005

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-005-7531-5

zbMATH Keywords

domain of attraction of the normal law; studentized mean; Cramér-Esseen bound

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

60G50: Sums of independent random variables; random walks

60F15: Strong limit theorems

60F10: Large deviations

Related Items

Moderate deviations for two sample t-statistics, Laws of the iterated logarithm for self-normalised Lévy processes at zero, Refined self-normalized large deviations for independent random variables, An almost sure central limit theorem for self-normalized weighted sums

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