Large Deviations for Quasi-Arithmetically Self-Normalized Random Variables
Résumé
We introduce a family of convex (concave) functions called sup (inf) of powers, which are used as generator functions for a special type of quasi-arithmetic means. Using these means we generalize the large deviation result that was obtained in the homogeneous case by Shao [14] on self- normalized statistics. Furthermore, in the homogenous case, we derive the Bahadur exact slope for tests using self-normalized statistics.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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