Limit theorems for self-normalized large deviation.
Edgeworth expansions for a sample sum from a finite set of independent random variables.
Cram'er type moderate deviations for the maximum of self-normalized sums.
Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence.
Tail approximations for samples from a finite population with applications to permutation tests
This paper derives an explicit approximation for the tail probability of a sum of sample values taken without replacement from an unrestricted finite population. The approximation is shown to hold under no conditions in a wide range with relative error given in terms of the standardized absolute third moment of the population, . This approximation is used to obtain a result comparable to the well-known Cramér large deviation result in the independent case, but with no restrictions...
Tail approximations for samples from a finite population with applications to permutation tests
This paper derives an explicit approximation for the tail probability of a sum of sample values taken without replacement from an unrestricted finite population. The approximation is shown to hold under no conditions in a wide range with relative error given in terms of the standardized absolute third moment of the population, . This approximation is used to obtain a result comparable to the well-known Cramér large deviation result in the independent ...
Cramér type moderate deviations for Studentized U-statistics
Let be a Studentized U-statistic. It is proved that a Cramér type moderate deviation ( ≥ )/(1 − Φ()) → 1 holds uniformly in ∈ [0, ( )) when the kernel satisfies some regular conditions.
Cramér type moderate deviations for Studentized U-statistics
Let be a Studentized U-statistic. It is proved that a Cramér type moderate deviation ( ≥ )/(1 − Φ()) → 1 holds uniformly in [0, ( )) when the kernel satisfies some regular conditions.
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