AbstractLet {Xn,n⩾1} be i.i.d. Rd-valued random variables. We prove partial moderate deviation principles for self-normalized partial sums subject to minimal moment assumptions. Applications to the self-normalized law of the iterated logarithm are also discussed
In this paper, we study the self-normalized Cramér-type moderate deviations for centered independent...
Let X-1, X-2,... be independent random variables with zero means and finite variances, and let S-n =...
AbstractLet X,X1,X2,… be a sequence of nondegenerate i.i.d. random variables with zero means. Set Sn...
Let be i.i.d. -valued random variables. We prove partial moderate deviation principles for self-norm...
AbstractLet {Xn,n⩾1} be i.i.d. Rd-valued random variables. We prove partial moderate deviation princ...
Let X-1,X-2, ... be a sequence of independent random variables (r.v.s) belonging to the domain of at...
This paper is an attempt to establish a universal moderate deviation for self-normalized sums of ind...
AbstractLet {Y,Yi;i≥1} be a sequence of nondegenerate, independent and identically distributed rando...
Cramér type moderate deviation theorems quantify the accuracy of the relative error of the normal ap...
National audienceWe prove, for martingales self-normalized by their increasing process, the upper bo...
Let {X, X-i, i >= 1} be i.i.d. random variables, S-k be the partial sum and V-n(2) = Sigma(n)(i=1) X...
Let X-1, X-2,... be independent random variables with zero means and finite variances. It is well kn...
National audienceWe prove a self-normalized large deviation principle for sums of Banach space value...
Self-normalized processes are of common occurrence in probabilistic and statistical studies. This vo...
A moderate deviation principle and a Strassen type law of the iterated logarithm for the small-time ...
In this paper, we study the self-normalized Cramér-type moderate deviations for centered independent...
Let X-1, X-2,... be independent random variables with zero means and finite variances, and let S-n =...
AbstractLet X,X1,X2,… be a sequence of nondegenerate i.i.d. random variables with zero means. Set Sn...
Let be i.i.d. -valued random variables. We prove partial moderate deviation principles for self-norm...
AbstractLet {Xn,n⩾1} be i.i.d. Rd-valued random variables. We prove partial moderate deviation princ...
Let X-1,X-2, ... be a sequence of independent random variables (r.v.s) belonging to the domain of at...
This paper is an attempt to establish a universal moderate deviation for self-normalized sums of ind...
AbstractLet {Y,Yi;i≥1} be a sequence of nondegenerate, independent and identically distributed rando...
Cramér type moderate deviation theorems quantify the accuracy of the relative error of the normal ap...
National audienceWe prove, for martingales self-normalized by their increasing process, the upper bo...
Let {X, X-i, i >= 1} be i.i.d. random variables, S-k be the partial sum and V-n(2) = Sigma(n)(i=1) X...
Let X-1, X-2,... be independent random variables with zero means and finite variances. It is well kn...
National audienceWe prove a self-normalized large deviation principle for sums of Banach space value...
Self-normalized processes are of common occurrence in probabilistic and statistical studies. This vo...
A moderate deviation principle and a Strassen type law of the iterated logarithm for the small-time ...
In this paper, we study the self-normalized Cramér-type moderate deviations for centered independent...
Let X-1, X-2,... be independent random variables with zero means and finite variances, and let S-n =...
AbstractLet X,X1,X2,… be a sequence of nondegenerate i.i.d. random variables with zero means. Set Sn...
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