自归一化极限定理综述

IF 1.3 Q2 STATISTICS & PROBABILITY

Probability Surveys Pub Date : 2013-01-01 DOI:10.1214/13-PS216

Q. Shao, Qiying Wang

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引用次数: 41

摘要

ni= 1xi v2 n = p1 i= 1x2 i。本文综述了泛函中心极限定理(不变性原理)、中心极限定理中的绝对误差和相对误差、中等偏差定理和大偏差定理以及自归一化和Sn/Vn的鞍点近似的研究进展。对其他自归一化极限定理也作了简要讨论。MSC 2010学科分类:初级60F05, 60F17;二次62 e20。

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Self-normalized limit theorems: A survey

ni=1 Xi and V 2 n = P n i=1 X 2 i . This paper provides an overview of current developments on the functional central limit theorems (invariance principles), absolute and relative errors in the central limit theorems, moderate and large deviation theorems and saddle-point approximations for the self-normalized sum Sn/Vn. Other self-normalized limit theorems are also briefly discussed. MSC 2010 subject classifications: Primary 60F05, 60F17; secondary 62E20.

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来源期刊

Probability Surveys STATISTICS & PROBABILITY-

CiteScore

4.70

自引率

0.00%

发文量