Self-normalized large deviations
Work
Year: 1997
Type: article
Abstract: Let ${X, X_n, n \geq 1}$ be a sequence of independent and identically distributed random variables. The classical Cramér-Chernoff large deviation states that $\lim_{n\to\infty} n^{-1} \ln P((\sum_{i=1... more
Source: The Annals of Probability
Author Qi-Man Shao
Cites: 21
Cited by: 172
Related to: 10
FWCI: 3.617
Citation percentile (by year/subfield): 97.6
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: hybrid