Pages that link to "Item:Q1433897"
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The following pages link to Self-normalized Cramér-type large deviations for independent random variables. (Q1433897):
Displaying 17 items.
- Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators (Q5040541) (← links)
- Non-uniform Berry–Esseen bounds for martingales with applications to statistical estimation (Q5276172) (← links)
- Moderate deviations for two sample t-statistics (Q5429603) (← links)
- Dummy endogenous treatment effect estimation using high‐dimensional instrumental variables (Q6059396) (← links)
- Cramér-type moderate deviations under local dependence (Q6138922) (← links)
- Self-normalized Cramér moderate deviations for a supercritical Galton–Watson process (Q6148876) (← links)
- Forward-selected panel data approach for program evaluation (Q6163247) (← links)
- Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions (Q6178560) (← links)
- Nonparametric conditional mean testing via an extreme-type statistic in high dimension (Q6536932) (← links)
- Joint test for homogeneity of high-dimensional means and covariance matrices using maximum-type statistics (Q6552995) (← links)
- Nonuniform Berry-Esseen bounds for studentized U-statistics (Q6589592) (← links)
- Normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for the SDE (Q6595567) (← links)
- High-Dimensional Elliptical Sliced Inverse Regression in Non-Gaussian Distributions (Q6620940) (← links)
- Berry-Esseen bounds for self-normalized sums of locally dependent random variables (Q6630747) (← links)
- Self-normalized Cramér type moderate deviations for martingales and applications (Q6632599) (← links)
- Non-uniform bounds and Edgeworth expansions in self-normalized limit theorems (Q6633636) (← links)
- Asymptotic false discovery control of the Benjamini-Hochberg procedure for pairwise comparisons (Q6661778) (← links)
