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 selfnormalized statistics. Furthermore, in the homogenous case, we derive the… (More)

@inproceedings{Aubry2013LargeDF,
title={Large Deviations for Quasi-arithmetically Self-normalized Random Variables},
author={Jean-Marie Aubry and Marguerite Zani},
year={2013}
}