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Journal articles
Large Deviations for Quasi-Arithmetically Self-Normalized Random Variables
Abstract : 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.
Cited literature [13 references]
https://hal-upec-upem.archives-ouvertes.fr/hal-00796315
Contributor : Marguerite Zani <>
Submitted on : Monday, March 4, 2013 - 2:19:46 PM
Last modification on : Thursday, March 19, 2020 - 12:26:02 PM
Long-term archiving on: : Wednesday, June 5, 2013 - 3:55:55 AM
Contributor : Marguerite Zani <>
Submitted on : Monday, March 4, 2013 - 2:19:46 PM
Last modification on : Thursday, March 19, 2020 - 12:26:02 PM
Long-term archiving on: : Wednesday, June 5, 2013 - 3:55:55 AM
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AubryZanifinal.pdf
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