Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean
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Publication:2131251
DOI10.1214/21-AOS2122zbMath1486.60044arXiv2107.13205OpenAlexW3184456613WikidataQ113751982 ScholiaQ113751982MaRDI QIDQ2131251
Jiasheng Shi, Lan Gao, Qui-Man Shao
Publication date: 25 April 2022
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.13205
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10)
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