On bounds for moderate deviations for Student's statistic

Чистяков, Геннадий Петрович; Chistyakov, G. P.; Гeтце, Фридрих; Götze, Friedrich

doi:10.4213/tvp275

Teor. Veroyatnost. i Primenen.

2003

DOI: 10.4213/tvp275

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On bounds for moderate deviations for Student's statistic

Геннадий Петрович Чистяков¹,

G. P. Chistyakov²,

Фридрих Гeтце³

et al.

Abstract: Ключевые слова и фразы: зоны Линника, самонормированная сумма, t-статистика, умеренные уклонения, неравномерные оценки.

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Self-normalized limit theorems: A survey

Shao¹,

Wang²

2013

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Let X 1 , X 2 , . . . , be independent random variables with EX i = 0 and write Sn =This paper provides an overview of current developments on the functional central limit theorems (invariance principles), absolute and relative errors in the central limit theorems, moderate and large deviation theorems and saddle-point approximations for the self-normalized sum Sn/Vn. Other self-normalized limit theorems are also briefly discussed.

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Self-normalized limit theorems: A survey

Shao¹,

Wang²

2013

Probab. Surveys

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On bounds for moderate deviations for Student's statistic

Abstract: Ключевые слова и фразы: зоны Линника, самонормированная сумма, t-статистика, умеренные уклонения, неравномерные оценки.

Cited by 1 publication

References 20 publications

Self-normalized limit theorems: A survey

Self-normalized limit theorems: A survey

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