Self-normalized Cram\'{e}r type moderate deviations for the maximum of sums
Statistics Theory
2013-07-24 v1 Statistics Theory
Abstract
Let be independent random variables with zero means and finite variances, and let and . A Cram\'{e}r type moderate deviation for the maximum of the self-normalized sums is obtained. In particular, for identically distributed it is proved that uniformly for under the optimal finite third moment of .
Cite
@article{arxiv.1307.6044,
title = {Self-normalized Cram\'{e}r type moderate deviations for the maximum of sums},
author = {Weidong Liu and Qi-Man Shao and Qiying Wang},
journal= {arXiv preprint arXiv:1307.6044},
year = {2013}
}
Comments
Published in at http://dx.doi.org/10.3150/12-BEJ415 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)