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

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Cite this paper

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