Towards a universal self-normalized moderate deviation

DOI10.1090/S0002-9947-08-04402-4MaRDI QIDQ3518201zbMATH OpenOpenAlexFDO

Authors Bing-Yi Jing, Q. M. Shao, Wang Zhou

Publication date 7 August 2008

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0002-9947-08-04402-4

zbMATH Keywords

large deviationmoderate deviationself-normalized sumsthe law of the iterated logarithm

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

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Cites work

• scientific article; zbMATH DE number 1301702 (Why is no real title available?)
• Darling-Erdős theorem for self-normalized sums
• Donsker's theorem for self-normalized partial sums processes
• Limit distributions of Studentized means.
• Limit distributions of self-normalized sums
• On the LIL for self-normalized sums of IID random variables
• Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions
• Self-normalized Cramér-type large deviations for independent random variables.
• Self-normalized large deviations
• Self-normalized laws of the iterated logarithm
• Some universal results on the behavior of increments of partial sums
• The Berry-Esseen bound for Student's statistic
• Tightness of the Student \(t\)-statistic
• Uniform Central Limit Theorems
• When is the Student \(t\)-statistic asymptotically standard normal?

Cited in

(9)

• A nonclassical LIL for geometrically weighted series in Banach space
• Strassen-type law of the iterated logarithm for self-normalized increments of sums
• Self-normalization: taming a wild population in a heavy-tailed world
• Laws of the iterated logarithm for self-normalised Lévy processes at zero
• A strong approximation of self-normalized sums
• Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence
• Strassen-type law of the iterated logarithm for self-normalized sums
• Matrix Factor Analysis: From Least Squares to Iterative Projection
• Weak convergence of self-normalized partial sums processes

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