Large and moderate deviations for Hotelling's $T^2$-statistic.

Dembo, Amir, and Shao, Qi-Man. "Large and moderate deviations for Hotelling's -statistic.." Electronic Communications in Probability [electronic only] 11 (2006): 149-159. <http://eudml.org/doc/127417>.

@article{Dembo2006,
author = {Dembo, Amir, Shao, Qi-Man},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {large deviation; moderate deviation; self-normalized partial sums; law of the iterated logarithm},
language = {eng},
pages = {149-159},
publisher = {University of Washington},
title = {Large and moderate deviations for Hotelling's -statistic.},
url = {http://eudml.org/doc/127417},
volume = {11},
year = {2006},
}

TY - JOUR
AU - Dembo, Amir
AU - Shao, Qi-Man
TI - Large and moderate deviations for Hotelling's -statistic.
JO - Electronic Communications in Probability [electronic only]
PY - 2006
PB - University of Washington
VL - 11
SP - 149
EP - 159
LA - eng
KW - large deviation; moderate deviation; self-normalized partial sums; law of the iterated logarithm
UR - http://eudml.org/doc/127417
ER -