Self-normalized large deviations under sublinear expectation
type: Item
instance of: scholarly article
title: Self-normalized large deviations under sublinear expectation
zbMATH Open document ID: 1356.60046
author: Xinwei Feng
published in: Statistics \& Probability Letters
publication date: 2017-02-21T00:00:00Z
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60G50
zbMATH DE Number: 6687628
zbMATH Keywords: sublinear expectation
zbMATH Keywords: self-normalization
zbMATH Keywords: large deviations
MaRDI profile type: Publication
full work available at URL: j.spl.2016.12.005
OpenAlex ID: W2560610428
cites work: Strong laws of large numbers for sub-linear expectations
cites work: Large deviation for negatively dependent random variables under sublinear expectation
cites work: A strong law of large numbers for non-additive probabilities
cites work: Self-Normalized Processes
cites work: Large deviations and moderate deviations for independent random variables under sublinear expectations
cites work: Self-normalized laws of the iterated logarithm
cites work: Some extensions of the LIL via self-normalizations
cites work: Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
cites work: Self-normalized large deviations
DOI: 10.1016/J.SPL.2016.12.005
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description: scientific article; zbMATH DE number 6687628