Let X1,X2,... be a sequence of independent random variables （r.v.s） belonging to the domain of attraction of a normal or stable law. In this paper, we study moderate deviations for the self-normalized sum n X ∑^n_i=1Xi/Vm,p ,where Vn,p （∑^n_i=1｜Xi｜p）^1/p （P 〉 1）.Applications to the self-normalized law of the iteratedlogarithm, Studentized increments of partial sums, t-statistic, and weighted sum of independent and identically distributed （i.i.d.） r.v.s are considered.
This paper discusses admissibilities of estimators in a class of linear models,which include the following common models:the univariate and multivariate linear models,the growth curve model,the extended growth curve model,the seemingly unrelated regression equations,the variance components model,and so on.It is proved that admissible estimators of functions of the regression coefficient β in the class of linear models with multivariate t error terms,called as Model II,are also ones in the case that error terms have multivariate normal distribution under a strictly convex loss function or a matrix loss function.It is also proved under Model II that the usual estimators of β are admissible for p 2 with a quadratic loss function,and are admissible for any p with a matrix loss function,where p is the dimension of β.
YANG GuoQing 1 & WU QiGuang 2 1 Department of Mathematics,Tongji University,Shanghai 200092,China
