Self-normalized Cramér type moderate deviations for the maximum of sums

DOI10.3150/12-BEJ415zbMath1273.60032arXiv1307.6044OpenAlexW3099872972MaRDI QIDQ358144

Qiying Wang, Qui-Man Shao, Wei-Dong Liu

Publication date: 16 August 2013

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.6044

zbMATH Keywords

independent random variablesmaximum of self-normalized sums

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (7)

Self-normalized Cramér-type moderate deviations under dependence ⋮ Self-normalized deviation inequalities with application to \(t\)-statistic ⋮ Self-normalized Cramér type moderate deviations for stationary sequences and applications ⋮ Self-normalized Cramér-type moderate deviations for functionals of Markov chain ⋮ Sparse Poisson regression with penalized weighted score function ⋮ Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences ⋮ Self-normalized Cramér type moderate deviations for martingales

Cites Work

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• Non-Uniform Estimates, Moderate and Large Deviations in the Central Limit Theorem form-Dependent Random Variables
• On the Probabilities of Large Deviations for the Maximum of Sums of Independent Random Variables
• Moderate Deviations for Student's Statistic
• Martingale Central Limit Theorems

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