Work

Sharp Cramér-type moderate deviation bounds for the self-normalized maximum of partial sums

Year: 2026

Type: preprint

Abstract: Let $X_1,X_2,\ldots$ be i.i.d. random variables with zero mean and variance $σ^2\in(0,\infty)$. In this paper, we establish a sharp Cramér-type moderate deviation for the self-normalized maximum of partial sums under a finite $p$-th absolute moment, $2

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2610.21975

Authors: Liu, Song-Hao, Shao, Qi-Man, Shi, Hao, Xu, Jing-Yu

Institutions: Dalian University of Technology, Southern University of Science and Technology

Language: English

Topic: Probability and Statistical Research

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funders: National Natural Science Foundation of China, Fundamental Research Funds for the Central Universities

Awards: G2356940958, G8812420149

OpenAlex ID: W7222553820

Cites: 14

Cited by:

Related to: 10