Further refinement of self-normalized Cramér-type moderate deviations

DOI10.1051/ps/2017010zbMath1393.60032arXiv1309.5433OpenAlexW2963914868MaRDI QIDQ4578049

Lin Ge, Hailin Sang

Publication date: 7 August 2018

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.5433

zbMATH Keywords

normal approximationself-normalized sumsCramér-type moderate deviations

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Large deviations (60F10)

Related Items (1)

Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions

Cites Work

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