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math.PR2025
Self-Normalized Moderate Deviations for Degenerate U-Statistics
Lin Ge, Hailin Sang, Qi-Man Shao
In this paper, we study self-normalized moderate deviations for degenerate { }-statistics of order . Let be i.i.d. random variables and consider symmetric…
math.PR2023
Self-normalized Cramér type moderate deviations for martingales and applications
Xiequan Fan, Qi-Man Shao
Cramér's moderate deviations give a quantitative estimate for the relative error of the normal approximation and provide theoretical justifications for many estimator used in stati…