Self-normalization: Taming a wild population in a heavy-tailed world

Author:

Shao Qi-man,Zhou Wen-xin

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics

Reference79 articles.

Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Tail bounds for empirically standardized sums;Electronic Journal of Statistics;2022-01-01

2. Self-normalized Cramér-type Moderate Deviations for Functionals of Markov Chain;Acta Mathematicae Applicatae Sinica, English Series;2020-03

3. Self-normalized Moderate Deviations for Random Walk in Random Scenery;Journal of Theoretical Probability;2019-11-21

4. On necessary and sufficient conditions for the self-normalized central limit theorem;Science China Mathematics;2018-08-04

5. Berry–Esseen Bounds for Self-Normalized Martingales;Communications in Mathematics and Statistics;2017-12-27

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