Limit theorems for self-normalized large deviation

DOI10.1214/EJP.V10-289zbMath1112.60020MaRDI QIDQ850381

Qiying Wang

Publication date: 3 November 2006

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

Full work available at URL: https://eudml.org/doc/127418

zbMATH Keywords

limit theoremself-normalized sumCramér large deviation

Mathematics Subject Classification ID

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

Related Items (10)

Self-normalization: taming a wild population in a heavy-tailed world ⋮ Further refinement of self-normalized Cramér-type moderate deviations ⋮ Precise asymptotics in the deviation probability series of self-normalized sums ⋮ 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 ⋮ Strong approximations of level exceedences related to multiple hypothesis testing ⋮ Refined self-normalized large deviations for independent random variables ⋮ Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series ⋮ Robustness of multiple testing procedures against dependence ⋮ Precise asymptotics in complete moment convergence for self-normalized sums

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