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Teoriya Veroyatnostei i ee Primeneniya, 2002, Volume 47, Issue 3, Pages 518–532
DOI: https://doi.org/10.4213/tvp3690
(Mi tvp3690)
 

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
English version:
Theory of Probability and its Applications, 2003, Volume 47, Issue 3, Pages 415–428
DOI: https://doi.org/10.1137/S0040585X97979846
Bibliographic databases:
Document Type: Article
Language: English
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
Citation in format AMSBIB
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\paper Moderate deviations for Student's statistic
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\transl
\jour Theory Probab. Appl.
\yr 2003
\vol 47
\issue 3
\pages 415--428
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  • https://doi.org/10.4213/tvp3690
  • https://www.mathnet.ru/eng/tvp/v47/i3/p518
  • This publication is cited in the following 8 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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