Refined Cramér Type Moderate Deviation Theorems for General Self-normalized Sums with Applications to Dependent Random Variables and Winsorized Mean

Lan Gao, Qi-Man Shao, Jiasheng Shi

Let {(X_i,Y_i)}_{i=1}^n be a sequence of independent bivariate random vectors. In this paper, we establish a refined Cramér type moderate deviation theorem for the general self-nor…