Self-normalized large deviations under sublinear expectation

被引：1
|
作者：
Feng, Xinwei [1 ,2 ]
机构：
[1] Shandong Univ, Sch Math, Jinan, Peoples R China
[2] Chinese Univ Hong Kong, Dept Stat, Shatin, Hong Kong, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2017年 / 123卷
关键词：
Sublinear expectation; Self-normalization; Large deviations; LARGE NUMBERS; LAWS;
D O I：
10.1016/j.spl.2016.12.005
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 this paper, we investigate large deviations for self-normalized sums of random variables under sublinear expectation. We establish the upper bound and lower bound for negatively dependent random variables. Moreover, the exact asymptotic upper probability of the self normalized sums is obtained for independent identically distributed random variables. (C) 2016 Elsevier B.V. All rights reserved.
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页码：77 / 83
页数：7
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