Self-normalized moderate deviations for independent random variables

被引：0
|
作者：
BingYi Jing
HanYing Liang
Wang Zhou
机构：
[1] Hong Kong University of Science and Technology,Department of Mathematics
[2] Tongji University,Department of Mathematics
[3] National University of Singapore,Department of Statistics and Applied Probability
来源：
Science China Mathematics | 2012年 / 55卷
关键词：
self-normalized sum; moderate deviation; -statistic; LIL; increment; 60F10; 60F15; 60G50; 62F03;
D O I：
暂无
中图分类号：
学科分类号：
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 Σi=1nXi/Vn,p where Vn,p = (Σi=1n |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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收藏
页码：2297 / 2315
页数：18
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