The moderate deviation principle for self-normalized sums of sums of i.i.d. random variables

DOI10.1016/j.aml.2008.08.008zbMath1172.60014OpenAlexW2002892161MaRDI QIDQ1021806

Bin Qian, Jun Yan

Publication date: 9 June 2009

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2008.08.008

zbMATH Keywords

moderate deviationself-normalization

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Cites Work

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• Asymptotics for self-normalized random products of sums of i.i.d. random variables
• Self-normalized large deviations
• When is the Student \(t\)-statistic asymptotically standard normal?
• Self-normalized moderate deviations and lils
• On Hoeffding's inequalities.
• Principes de déviations modérées pour des martingales autonormalisées

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