Self-normalization: taming a wild population in a heavy-tailed world
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Publication:1650693
DOI10.1007/s11766-017-3552-yzbMath1399.60032OpenAlexW2753131821MaRDI QIDQ1650693
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
large deviationmoderate deviationBerry-Esseen inequality\(U\)-statisticStudent's \(t\)-statisticHotelling's \({T^2}\)-statisticselfnormalization
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
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