Refined self-normalized large deviations for independent random variables

DOI10.1007/s10959-011-0347-6zbMath1218.60022OpenAlexW2171691436MaRDI QIDQ548164

Qiying Wang

Publication date: 28 June 2011

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-011-0347-6

zbMATH Keywords

self-normalized sumCramér large deviationstudent \(t\) statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Large deviations (60F10) Functional limit theorems; invariance principles (60F17)

Related Items (6)

Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean ⋮ Self-normalization: taming a wild population in a heavy-tailed world ⋮ Self-normalized Cramér type moderate deviations for the maximum of sums ⋮ Further refinement of self-normalized Cramér-type moderate deviations ⋮ Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions ⋮ Cramér-type moderate deviation for Studentized compound Poisson sum

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