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Please use this identifier to cite or link to this item: https://doi.org/10.1090/S0002-9947-08-04402-4
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dc.titleTowards a universal self-normalized moderate deviation
dc.contributor.authorJing, B.-Y.
dc.contributor.authorShao, Q.-M.
dc.contributor.authorZhou, W.
dc.date.accessioned2014-10-28T05:16:17Z
dc.date.available2014-10-28T05:16:17Z
dc.date.issued2008-08
dc.identifier.citationJing, B.-Y., Shao, Q.-M., Zhou, W. (2008-08). Towards a universal self-normalized moderate deviation. Transactions of the American Mathematical Society 360 (8) : 4263-4285. ScholarBank@NUS Repository. https://doi.org/10.1090/S0002-9947-08-04402-4
dc.identifier.issn00029947
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/105440
dc.description.abstractThis paper is an attempt to establish a universal moderate deviation for self-normalized sums of independent and identically distributed random variables without any moment condition. The exponent term in the moderate deviation is specified when the distribution is in the centered Feller class. An application to the law of the iterated logarithm is given. © 2008 American Mathematical Society.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1090/S0002-9947-08-04402-4
dc.sourceScopus
dc.subjectLarge deviation
dc.subjectModerate deviation
dc.subjectSelf-normalized sums
dc.subjectThe law of the iterated logarithm
dc.typeArticle
dc.contributor.departmentSTATISTICS & APPLIED PROBABILITY
dc.description.doi10.1090/S0002-9947-08-04402-4
dc.description.sourcetitleTransactions of the American Mathematical Society
dc.description.volume360
dc.description.issue8
dc.description.page4263-4285
dc.identifier.isiut000256159000013
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