Self-normalized large deviations under sublinear expectation

Feng, XW

Feng, XW (reprint author), Shandong Univ, Sch Math, Jinan, Peoples R China.

STATISTICS & PROBABILITY LETTERS, 2017; 123 ( ): 77

Abstract

In this paper, we investigate large deviations for self-normalized sums of random variables under sublinear expectation. We establish the upper bound ......

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