Refined Self-normalized Large Deviations for Independent Random Variables
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DOI: 10.1007/s10959-011-0347-6
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References listed on IDEAS
- John Robinson & Qiying Wang, 2005. "On the Self-Normalized Cramér-type Large Deviation," Journal of Theoretical Probability, Springer, vol. 18(4), pages 891-909, October.
- Qi-Man Shao, 1999. "A Cramér Type Large Deviation Result for Student's t-Statistic," Journal of Theoretical Probability, Springer, vol. 12(2), pages 385-398, April.
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Cited by:
- Bing-Yi Jing & Qiying Wang & Wang Zhou, 2015. "Cramér-Type Moderate Deviation for Studentized Compound Poisson Sum," Journal of Theoretical Probability, Springer, vol. 28(4), pages 1556-1570, December.
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Keywords
Self-normalized sum; Student t statistic; Cramér large deviation;All these keywords.
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