Geodesic
On large deviations of a self-normalized
Teoriâ veroâtnostej i ee primeneniâ, Tome 49 (2004) no. 4, pp. 794-802 Cet article a éte moissonné depuis la source Math-Net.Ru

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In the present paper we deduce exponential bounds on the probabilities of large deviations of a self-normalized sum of independent random variables. Summands are not assumed to be identically distributed.
Keywords: Berry–Esseen bound, Lyapunov ratio, self-normalized sum, large deviations. 
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S. V. Nagaev. On large deviations of a self-normalized. Teoriâ veroâtnostej i ee primeneniâ, Tome 49 (2004) no. 4, pp. 794-802. http://geodesic.mathdoc.fr/item/TVP_2004_49_4_a11/

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