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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2002 Volume 47, Issue 3, Pages 518–532 (Mi tvp3690)

This article is cited in 8 papers

Moderate deviations for Student's statistic

G. P. Chistyakova, F. Götzeb

a Institute for Low Temperature Physics and Engineering, Ukraine Academy of Sciences
b Bielefeld University, Department of Mathematics

Abstract: 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.

Received: 24.11.2001

Language: English

DOI: 10.4213/tvp3690


 English version:
Theory of Probability and its Applications, 2003, 47:3, 415–428

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