On large deviations of a self-normalized sum

被引：1

作者：

Nagaev, SV ^{[1
]}

机构：

[1] Siberian Math Inst RAN, Novosibirsk 630090, Russia

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 2004年 / 49卷 / 04期

关键词：

Berry-Esseen bound; Lyapunov ratio; self-normalized sum; large deviations;

D O I：

10.1137/S0040585X97981391

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In the present paper we deduce exponential bounds on the probabilities of large deviations of a self-normalized sum of independent random variables. Summands are not assumed to be identically distributed.

引用

页码：704 / 713

页数：10

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