Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean

Let {(Xi, Yi)}ni=1 be a sequence of independent bivariate random vectors. In this paper, we establish a refined Cramér-type moderate deviation theorem for the general self-normalized sum ∑ni=1 Xi/(∑ni=1 Yi2)1/2, which unifies and extends the classical Cramér (Actual. Sci. Ind. 736 (1938) 5–23) theor...

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Veröffentlicht in:	The Annals of statistics 2022-04, Vol.50 (2), p.673
Hauptverfasser:	Gao, Lan, Shao, Qi-Man, Shi, Jiasheng
Format:	Artikel
Sprache:	eng
Schlagworte:	Bivariate analysis Dependent variables Deviation Geometry Mean Random variables Theorems
Online-Zugang:	Volltext
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