Academic literature on the topic 'Self-normalized sums'

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Journal articles on the topic "Self-normalized sums"

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Mason, David M. "Cluster Sets of Self-Normalized Sums." Journal of Theoretical Probability 19, no. 4 (November 23, 2006): 911–30. http://dx.doi.org/10.1007/s10959-006-0042-1.

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Egorov, V. A. "Estimation of distribution tails for normalized and self-normalized sums." Journal of Mathematical Sciences 127, no. 1 (May 2005): 1717–22. http://dx.doi.org/10.1007/s10958-005-0132-0.

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Wang, Wensheng. "Self-normalized lag increments of partial sums." Statistics & Probability Letters 58, no. 1 (May 2002): 41–51. http://dx.doi.org/10.1016/s0167-7152(02)00101-3.

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Csörgő, Miklós, Barbara Szyszkowicz, and Qiying Wang. "Darling--Erdős theorem for self-normalized sums." Annals of Probability 31, no. 2 (2003): 676–92. http://dx.doi.org/10.1214/aop/1048516532.

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Novak, S. Y. "On Self-normalized Sums and Student's Statistic." Theory of Probability & Its Applications 49, no. 2 (January 2005): 336–44. http://dx.doi.org/10.1137/s0040585x97981081.

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Bertail, Patrice, Emmanuelle Gautherat, and Hugo Harari-Kermadec. "Exponential bounds for multivariate self-normalized sums." Electronic Communications in Probability 13 (2008): 628–40. http://dx.doi.org/10.1214/ecp.v13-1430.

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Csörgő, Miklós, and ZhiShui Hu. "A strong approximation of self-normalized sums." Science China Mathematics 56, no. 1 (June 22, 2012): 149–60. http://dx.doi.org/10.1007/s11425-012-4434-7.

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Griffin, Philip S., and David M. Mason. "On the asymptotic normality of self-normalized sums." Mathematical Proceedings of the Cambridge Philosophical Society 109, no. 3 (May 1991): 597–610. http://dx.doi.org/10.1017/s0305004100070018.

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AbstractLet X1, …, Xn be a sequence of non-degenerate, symmetric, independent identically distributed random variables, and let Sn(rn) denote their sum when the rn largest in modulus have been removed. We obtain necessary and sufficient conditions for asymptotic normality of the studentized version of Sn(rn), and compare this to the condition for asymptotic normality of the scalar normalized version. In particular, when rn = r these conditions are the same, but when rn → ∞the former holds more generally.
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ZHANG, Li-xin. "A LIMIT RESULT FOR SELF-NORMALIZED RANDOM SUMS." Journal of Zhejiang University SCIENCE 2, no. 1 (2001): 79. http://dx.doi.org/10.1631/jzus.2001.0079.

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Jonsson, Fredrik. "On the quadratic moment of self-normalized sums." Statistics & Probability Letters 80, no. 17-18 (September 2010): 1289–96. http://dx.doi.org/10.1016/j.spl.2010.04.008.

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Dissertations / Theses on the topic "Self-normalized sums"

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Jonsson, Fredrik. "Self-Normalized Sums and Directional Conclusions." Doctoral thesis, Uppsala universitet, Matematiska institutionen, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-162168.

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This thesis consists of a summary and five papers, dealing with self-normalized sums of independent, identically distributed random variables, and three-decision procedures for directional conclusions. In Paper I, we investigate a general set-up for Student's t-statistic. Finiteness of absolute moments is related to the corresponding degree of freedom, and relevant properties of the underlying distribution, assuming independent, identically distributed random variables. In Paper II, we investigate a certain kind of self-normalized sums. We show that the corresponding quadratic moments are greater than or equal to one, with equality if and only if the underlying distribution is symmetrically distributed around the origin. In Paper III, we study linear combinations of independent Rademacher random variables. A family of universal bounds on the corresponding tail probabilities is derived through the technique known as exponential tilting. Connections to self-normalized sums of symmetrically distributed random variables are given. In Paper IV, we consider a general formulation of three-decision procedures for directional conclusions. We introduce three kinds of optimality characterizations, and formulate corresponding sufficiency conditions. These conditions are applied to exponential families of distributions. In Paper V, we investigate the Benjamini-Hochberg procedure as a means of confirming a selection of statistical decisions on the basis of a corresponding set of generalized p-values. Assuming independence, we show that control is imposed on the expected average loss among confirmed decisions. Connections to directional conclusions are given.
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Book chapters on the topic "Self-normalized sums"

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Bourguin, Solesne, and Ciprian A. Tudor. "Malliavin Calculus and Self Normalized Sums." In Lecture Notes in Mathematics, 323–51. Heidelberg: Springer International Publishing, 2013. http://dx.doi.org/10.1007/978-3-319-00321-4_13.

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Csörgő, Miklós, and Zhishui Hu. "Weak Convergence of Self-normalized Partial Sums Processes." In Asymptotic Laws and Methods in Stochastics, 3–15. New York, NY: Springer New York, 2015. http://dx.doi.org/10.1007/978-1-4939-3076-0_1.

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Hahn, Marjorie G., and Daniel C. Weiner. "Asymptotic Behavior Of Self-Normalized Trimmed Sums: Nonnormal Limits III." In Probability in Banach Spaces, 8:, 209–27. Boston, MA: Birkhäuser Boston, 1992. http://dx.doi.org/10.1007/978-1-4612-0367-4_14.

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Deng, Dianliang, and Zhitao Hu. "Precise Asymptotics in Strong Limit Theorems for Self-normalized Sums of Multidimensionally Indexed Random Variables." In Asymptotic Laws and Methods in Stochastics, 17–41. New York, NY: Springer New York, 2015. http://dx.doi.org/10.1007/978-1-4939-3076-0_2.

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"Weak Convergence of Self-Normalized Sums." In Probability and its Applications, 33–39. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-85636-8_4.

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"Cramér-Type Moderate Deviations for Self-Normalized Sums." In Probability and its Applications, 87–106. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-85636-8_7.

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"APPROXIMATIONS OF WEIGHTED EMPIRICAL PROCESSES WITH APPLICATIONS TO EXTREME, TRIMMED AND SELF-NORMALIZED SUMS." In Mathematical Statistics Theory and Applications, 811–20. De Gruyter, 1987. http://dx.doi.org/10.1515/9783112319086-123.

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"ON LARGE DEVIATIONS OF SELF-NORMALIZED SUM." In Probability Theory and Mathematical Statistics, 43–56. De Gruyter, 1999. http://dx.doi.org/10.1515/9783112313480-007.

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"On large deviations of self-normalized sum." In Probability Theory and Mathematical Statistics, 43–56. De Gruyter, 1999. http://dx.doi.org/10.1515/9783112314081-007.

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Conference papers on the topic "Self-normalized sums"

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JING, BING-YI. "LIMIT THEOREMS FOR INDEPENDENT SELF-NORMALIZED SUMS." In Proceedings of a Workshop. WORLD SCIENTIFIC, 2004. http://dx.doi.org/10.1142/9789812702715_0004.

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Dickhaus, Thorsten, and Helmut Finner. "Asymptotic Density Crossing Points of Self-Normalized Sums and Normal." In Annual International Conference on Computational Mathematics, Computational Geometry & Statistics (CMCGS 2014). GSTF, 2014. http://dx.doi.org/10.5176/2251-1911_cmcgs14.02.

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