Exact rates in complete moment convergence of self-normalized sums for multidimensionally indexed random variables

DOI10.1080/02331888.2014.881827zbMATH Open1395.60036OpenAlexW1971044503MaRDI QIDQ5263993FDOQ5263993

Qing Pei Zang

Publication date: 20 July 2015

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2014.881827

Recommendations

• scientific article; zbMATH DE number 3917361
• Precise asymptotics in strong limit theorems for self-normalized sums of multidimensionally indexed random variables
• scientific article; zbMATH DE number 1870460
• Publication:4720469
• Convergence rates for probabilities of moderate deviations for multidimensionally indexed random variables
• scientific article
• Complete convergence for randomly indexed sums of random variables
• scientific article; zbMATH DE number 5181683
• Multi-normex distributions for the sum of random vectors. Rates of convergence
• Precise asymptotes in self-normalized sums of iterated logarithm for multidimensionally indexed random variables

zbMATH Keywords

complete moment convergenceself-normalized sumsmultidimensionally indexed random variablesexact rates

Mathematics Subject Classification ID

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

Cites Work

• Precise asymptotics in the Baum-Katz and Davis laws of large numbers
• Complete Convergence and the Law of Large Numbers
• On a Theorem of Hsu and Robbins
• A remark on the tail probability of a distribution
• When is the Student \(t\)-statistic asymptotically standard normal?
• Precise asymptotics in the law of the iterated logarithm.
• A supplement to the strong law of large numbers
• Remark on my Paper "On a Theorem of Hsu and Robbins"
• Exact asymptotics in log log laws for random fields
• Refined Baum-Katz laws for weighted sums of iid random variables
• Precise rates in the law of the logarithm in the Hilbert space
• Cram'er type moderate deviations for the maximum of self-normalized sums
• Self-normalized large deviations
• Harnack inequalities for log-Sobolev functions and estimates of log-Sobolev constants
• Precise asymptotics in some strong limit theorems for multidimensionally indexed random variables
• Precise rates in the law of iterated logarithm for the moment of i.i.d. random variables
• Precise asymptotics for a series of T. L. Lai
• Optimal rates of convergence in the CLT for quadratic forms

Cited In (6)

• Convergence rates for probabilities of moderate deviations for multidimensionally indexed random variables
• On the asymptotic behavior of sums of multidimensionally indexed semi-stable random variables
• Precise asymptotics in some strong limit theorems for multidimensionally indexed random variables
• Precise asymptotes in self-normalized sums of iterated logarithm for multidimensionally indexed random variables
• Title not available (Why is that?)
• The law of the iterated logarithm for independent random variables with multidimensional indices

This page was built for publication: Exact rates in complete moment convergence of self-normalized sums for multidimensionally indexed random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5263993)