Self-normalization: taming a wild population in a heavy-tailed world

DOI10.1007/s11766-017-3552-yzbMath1399.60032OpenAlexW2753131821MaRDI QIDQ1650693

Wenxin Zhou, Qui-Man Shao

Publication date: 18 July 2018

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/67t5b3f8

zbMATH Keywords

large deviationmoderate deviationBerry-Esseen inequality\(U\)-statisticStudent's \(t\)-statisticHotelling's \({T^2}\)-statisticselfnormalization

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10)

Related Items (5)

Tail bounds for empirically standardized sums ⋮ Self-normalized moderate deviations for random walk in random scenery ⋮ Berry-Esseen bounds for self-normalized martingales ⋮ Self-normalized Cramér-type moderate deviations for functionals of Markov chain ⋮ On necessary and sufficient conditions for the self-normalized central limit theorem

Uses Software

• highTtest

Cites Work

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