Cramér type moderate deviation theorems for self-normalized processes
نویسندگان
چکیده
منابع مشابه
Cramér Type Moderate Deviation Theorems for Self-Normalized Processes
Cramér type moderate deviation theorems quantify the accuracy of the relative error of the normal approximation and provide theoretical justifications for many commonly used methods in statistics. In this paper, we develop a new randomized concentration inequality and establish a Cramér type moderate deviation theorem for general self-normalized processes which include many well-known Studentiz...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2016
ISSN: 1350-7265
DOI: 10.3150/15-bej719