Self-normalized deviation inequalities with application to t-statistic
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DOI: 10.1016/j.spl.2017.04.006
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References listed on IDEAS
- Grama, Ion & Haeusler, Erich, 2000. "Large deviations for martingales via Cramér's method," Stochastic Processes and their Applications, Elsevier, vol. 85(2), pages 279-293, February.
- Fan, Xiequan & Grama, Ion & Liu, Quansheng, 2012. "Hoeffding’s inequality for supermartingales," Stochastic Processes and their Applications, Elsevier, vol. 122(10), pages 3545-3559.
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Keywords
Self-normalized deviations; Student’s t-statistic; Exponential inequalities;All these keywords.
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