Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129843 | Statistics & Probability Letters | 2017 | 7 Pages |
Abstract
In this paper, we investigate large deviations for self-normalized sums of random variables under sublinear expectation. We establish the upper bound and lower bound for negatively dependent random variables. Moreover, the exact asymptotic upper probability of the self-normalized sums is obtained for independent identically distributed random variables.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Xinwei Feng,