Self-normalized moderate deviations for independent random variables

被引：0
|
作者：
JING BingYi 1
2 Department of Mathematics
3 Department of Statistics and Applied Probability
机构：
来源：
Science China(Mathematics) | 2012年 / 55卷 / 11期
基金：
中国国家自然科学基金;
关键词：
self-normalized sum; moderate deviation; t-statistic; LIL; increment;
D O I：
暂无
中图分类号：
O211.5 [随机变量];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Let X1,X2,...be a sequence of independent random variables(r.v.s) belonging to the domain of attraction of a normal or stable law.In this paper,we study moderate deviations for the self-normalized sum ∑ni=1 Xi/Vn,p,where Vn,p =(∑ni=1 |Xi|p)1/p(p>1).Applications to the self-normalized law of the iterated logarithm,Studentized increments of partial sums,t-statistic,and weighted sum of independent and identically distributed(i.i.d.) r.v.s are considered.
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页码：2297 / 2315
页数：19
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