Self-normalized limit theorems: A survey
By Qi-Man Shao, Qiying Wang. 2013
48 citations recorded by the source corpus.
ni=1 Xi and V 2 n = P n i=1 X 2 i . This paper provides an overview of current developments on the functional central limit theorems (invariance principles), absolute and relative errors in the central limit theorems, moderate and large deviation theorems and saddle-point approximations for the self-normalized sum Sn/Vn. Other self-normalized limit theorems are also briefly discussed. MSC 2010 subject classifications: Primary 60F05, 60F17; secondary 62E20.
Subfields: Finance, Management Science and Operations Research, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/895c7c06adfc1a128e815a151b253193c4f7c44b
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Citations in the corpus
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (2016, result): “By the moderate deviations for self-normalized sums [68] and the argument above, we expect that similar comments apply for Xij with weaker polynomial moment conditions.”