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Large and Moderate Deviations for Hotelling's $T^2$-Statistics

   
@article{ECP1209,
	author = {Amir Dembo and Qi-Man Shao},
	title = {Large and Moderate Deviations for Hotelling's $T^2$-Statistics},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {11},
	year = {2006},
	keywords = {large deviation; moderate deviation; self-normalized partial sums; law of the iterated logarithm; \$T^2\$ statistic},
	abstract = {Let $\mathbf{X}, \mathbf{X}_1, \mathbf{X}_2, ...$ be i.i.d. $\mathbb{R}^d$-valued random variables. We prove large and moderate deviations for Hotelling's $T^2$-statistic when $\mathbf{X}$ is in the generalized domain of attraction of the normal law.},
	pages = {no. 15, 149-159},
	issn = {1083-589X},
	doi = {10.1214/ECP.v11-1209},    
        url = {http://ecp.ejpecp.org/article/view/1209}}