|
This article is cited in 8 scientific papers (total in 8 papers)
Moderate deviations for Student's statistic
G. P. Chistyakova, F. Götzeb a Institute for Low Temperature Physics and Engineering, Ukraine Academy of Sciences
b Bielefeld University, Department of Mathematics
Abstract:
For self-normalized sums, say $S_n/V_n$, under symmetry conditions we consider Linnik-type zones, where the ratio $\mathbf{P}\{S_n/V_n\ge x\}/(1-\Phi(x))$ converges to 1, and establish optimal bounds for remainder terms related to this convergence.
Keywords:
Linnik zones, self-normalized sum, t-statistic, moderate deviations, nonuniform bounds.
Received: 24.11.2001
Citation:
G. P. Chistyakov, F. Götze, “Moderate deviations for Student's statistic”, Teor. Veroyatnost. i Primenen., 47:3 (2002), 518–532; Theory Probab. Appl., 47:3 (2003), 415–428
Linking options:
https://www.mathnet.ru/eng/tvp3690https://doi.org/10.4213/tvp3690 https://www.mathnet.ru/eng/tvp/v47/i3/p518
|
Statistics & downloads: |
Abstract page: | 262 | Full-text PDF : | 162 |
|