Refined self-normalized large deviations for independent random variables
DOI10.1007/S10959-011-0347-6zbMATH Open1218.60022OpenAlexW2171691436MaRDI QIDQ548164FDOQ548164
Publication date: 28 June 2011
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-011-0347-6
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self-normalized sum[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Cram%EF%BF%BD%EF%BF%BDr+large+deviation&go=Go Cram��r large deviation]student \(t\) statistic
Large deviations (60F10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
Cites Work
- An Edgeworth expansion for symmetric statistics
- Edgeworth expansion for Student's t statistic under minimal moment conditions
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Cited In (10)
- Further refinement of self-normalized Cramér-type moderate deviations
- On large deviations of self-normalized sum
- Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions
- Self-normalization: taming a wild population in a heavy-tailed world
- Self-normalized Cramér-type large deviations for independent random variables.
- Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean
- Self-normalized Cramér type moderate deviations for the maximum of sums
- Cramér-type moderate deviation for Studentized compound Poisson sum
- Self-normalized large deviations under sublinear expectation
- Self-normalized large deviations
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