Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation

10.1214/aop/1065725185

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Main Authors:	Horváth, L., Shao, Q.-M.
Other Authors:	MATHEMATICS
Format:	Article
Published:	2014
Subjects:	Domain of attraction Large deviation Largest absolute observation Law of the iterated logarithm Self-normalized partial sums Stable law
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/103480
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-103480
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spelling	sg-nus-scholar.10635-1034802024-11-10T17:57:27Z Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation Horváth, L. Shao, Q.-M. MATHEMATICS Domain of attraction Large deviation Largest absolute observation Law of the iterated logarithm Self-normalized partial sums Stable law 10.1214/aop/1065725185 Annals of Probability 24 3 1368-1387 2014-10-28T02:37:47Z 2014-10-28T02:37:47Z 1996-07 Article Horváth, L., Shao, Q.-M. (1996-07). Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation. Annals of Probability 24 (3) : 1368-1387. ScholarBank@NUS Repository. https://doi.org/10.1214/aop/1065725185 00911798 http://scholarbank.nus.edu.sg/handle/10635/103480 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Domain of attraction Large deviation Largest absolute observation Law of the iterated logarithm Self-normalized partial sums Stable law
spellingShingle	Domain of attraction Large deviation Largest absolute observation Law of the iterated logarithm Self-normalized partial sums Stable law Horváth, L. Shao, Q.-M. Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation
description	10.1214/aop/1065725185
author2	MATHEMATICS
author_facet	MATHEMATICS Horváth, L. Shao, Q.-M.
format	Article
author	Horváth, L. Shao, Q.-M.
author_sort	Horváth, L.
title	Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation
title_short	Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation
title_full	Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation
title_fullStr	Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation
title_full_unstemmed	Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation
title_sort	large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/103480
_version_	1821198132487127040

Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation

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