Self-normalized large deviations under sublinear expectation
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DOI: 10.1016/j.spl.2016.12.005
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- Chen, Pingyan & Sung, Soo Hak, 2016. "On the strong laws of large numbers for weighted sums of random variables," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 87-93.
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Keywords
Sublinear expectation; Self-normalization; Large deviations;All these keywords.
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