Results on Probabilities of Moderate Deviations
Michel, R.
Ann. Probab., Tome 2 (1974) no. 6, p. 349-353 / Harvested from Project Euclid
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The convergence rate problem for probabilities of moderate deviations is completely solved by giving a necessary and sufficient condition for the existence of the absolute moment of order $c^2 + 2, c > 0$, in terms of probabilities of moderate deviations. Furthermore, a result on the rate of convergence of probabilities of moderate deviations is given under a weaker moment condition than in Rubin and Sethuraman (1965).
Publié le : 1974-04-14
Classification:  Moderate deviations,  asymptotic behavior,  rate of convergence,  60F99 
@article{1176996719,
     author = {Michel, R.},
     title = {Results on Probabilities of Moderate Deviations},
     journal = {Ann. Probab.},
     volume = {2},
     number = {6},
     year = {1974},
     pages = { 349-353},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996719}
}

Michel, R. Results on Probabilities of Moderate Deviations. Ann. Probab., Tome 2 (1974) no. 6, pp.  349-353. http://gdmltest.u-ga.fr/item/1176996719/