Non-uniform Berry–Esseen bounds for martingales with applications to statistical estimation
DOI10.1080/02331888.2016.1270007zbMath1366.60076arXiv1608.05217OpenAlexW2283279324MaRDI QIDQ5276172
Xiequan Fan, Quan-sheng Liu, I. G. Grama
Publication date: 14 July 2017
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.05217
exponential inequalitynon-uniform Berry-Esseen boundCramér large deviationsself-normalized large deviationslinear regressions
Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Large deviations (60F10)
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