Moderate deviations for two sample t-statistics

DOI10.1051/ps:2007020zbMath1181.60037OpenAlexW2111195687MaRDI QIDQ5429603

Hongyuan Cao

Publication date: 30 November 2007

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2007__11__264_0

zbMATH Keywords

asymptotic distributionmoderate deviationtwo sample t-statistic

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10) Asymptotic properties of parametric tests (62F05)

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Cites Work

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• A Cramér type large deviation result for Student's \(t\)-statistic
• Self-normalized large deviations
• When is the Student \(t\)-statistic asymptotically standard normal?
• Self-normalized Cramér-type large deviations for independent random variables.
• On the self-normalized Cramér-type large deviation

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