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Title: Towards a universal self-normalized moderate deviation
Authors: Jing, B.-Y.
Shao, Q.-M.
Zhou, W. 
Keywords: Large deviation
Moderate deviation
Self-normalized sums
The law of the iterated logarithm
Issue Date: Aug-2008
Citation: Jing, 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.
Abstract: This 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.
Source Title: Transactions of the American Mathematical Society
ISSN: 00029947
DOI: 10.1090/S0002-9947-08-04402-4
Appears in Collections:Staff Publications

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