Moderate deviations for Student's statistic
Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 3, pp. 518-532
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For self-normalized sums, say $S_n/V_n$, under symmetry conditions we consider Linnik-type zones, where the ratio $\mathbf{P}\{S_n/V_n\ge x\}/(1-\Phi(x))$ converges to 1, and establish optimal bounds for remainder terms related to this convergence.
Keywords:
Linnik zones, self-normalized sum, t-statistic, moderate deviations, nonuniform bounds.
@article{TVP_2002_47_3_a4,
author = {G. P. Chistyakov and F. G\"otze},
title = {Moderate deviations for {Student's} statistic},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {518--532},
year = {2002},
volume = {47},
number = {3},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_2002_47_3_a4/}
}
G. P. Chistyakov; F. Götze. Moderate deviations for Student's statistic. Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 3, pp. 518-532. http://geodesic.mathdoc.fr/item/TVP_2002_47_3_a4/