Towards a universal self-normalized moderate deviation
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Cites work
- Darling-Erdős theorem for self-normalized sums
- Donsker's theorem for self-normalized partial sums processes
- scientific article; zbMATH DE number 1301702 (Why is no real title available?)
- Limit distributions of self-normalized sums
- Limit distributions of Studentized means.
- 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
(10)- Self-normalization: taming a wild population in a heavy-tailed world
- A strong approximation of self-normalized sums
- Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence
- A nonclassical LIL for geometrically weighted series in Banach space
- Strassen-type law of the iterated logarithm for self-normalized sums
- Strassen-type law of the iterated logarithm for self-normalized increments of sums
- Principes de déviations modérées pour des martingales autonormalisées
- Weak convergence of self-normalized partial sums processes
- Laws of the iterated logarithm for self-normalised Lévy processes at zero
- Matrix Factor Analysis: From Least Squares to Iterative Projection
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