Cramér-type moderate deviation for Studentized compound Poisson sum
type: Item
instance of: scholarly article
title: Cramér-type moderate deviation for Studentized compound Poisson sum
zbMATH Open document ID: 1358.60046
author: Qiying Wang
author: Wang Zhou
author: Bing-Yi Jing
published in: Journal of Theoretical Probability
publication date: 2016-01-13T00:00:00Z
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60G50
zbMATH DE Number: 6529747
zbMATH Keywords: Cramér large deviation
zbMATH Keywords: self-normalized compound Poisson sum
zbMATH Keywords: Studentized compound Poisson sum
MaRDI profile type: Publication
full work available at URL: s10959-014-0542-3
OpenAlex ID: W2009205873
cites work: Edgeworth expansions for compound Poisson processes and the bootstrap
cites work: Normal approximation for random sums
cites work: Subexponentiality and infinite divisibility
cites work: Approximations for compound Poisson and Pólya processes
cites work: Q4481937
cites work: Uniform saddlepoint approximations
cites work: Saddlepoint approximations to the distribution of the total claim amount in some recent risk models
cites work: Saddlepoint approximations
cites work: Self-normalized Cramér-type large deviations for independent random variables.
cites work: Large deviation results for generalized compound negative binomial risk models
cites work: Large deviations of heavy-tailed sums with applications in insurance
cites work: Probabilities of large deviations for sums of random number of i. i. d. random variables and its application to a compound Poisson process
cites work: Precise large deviations for sums of random variables with consistently varying tails
cites work: A Cramér type large deviation result for Student's \(t\)-statistic
cites work: Limit theorems for self-normalized large deviation
cites work: Refined self-normalized large deviations for independent random variables
cites work: Q3600738
DOI: 10.1007/S10959-014-0542-3
description: scientific article; zbMATH DE number 6529747