# Cramér type moderate deviations for Studentized U-statistics

Tze Leng Lai; Qi-Man Shao; Qiying Wang

ESAIM: Probability and Statistics (2011)

- Volume: 15, page 168-179
- ISSN: 1292-8100

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topLai, Tze Leng, Shao, Qi-Man, and Wang, Qiying. "Cramér type moderate deviations for Studentized U-statistics." ESAIM: Probability and Statistics 15 (2011): 168-179. <http://eudml.org/doc/277141>.

@article{Lai2011,

abstract = {Let Tn be a Studentized U-statistic. It is proved that a Cramér type moderate deviation P(Tn ≥ x)/(1 − Φ(x)) → 1 holds uniformly in x ∈ [0, o(n1/6)) when the kernel satisfies some regular conditions.},

author = {Lai, Tze Leng, Shao, Qi-Man, Wang, Qiying},

journal = {ESAIM: Probability and Statistics},

keywords = {moderate deviation; u-statistic; studentized; -statistic; Studentized statistic},

language = {eng},

pages = {168-179},

publisher = {EDP-Sciences},

title = {Cramér type moderate deviations for Studentized U-statistics},

url = {http://eudml.org/doc/277141},

volume = {15},

year = {2011},

}

TY - JOUR

AU - Lai, Tze Leng

AU - Shao, Qi-Man

AU - Wang, Qiying

TI - Cramér type moderate deviations for Studentized U-statistics

JO - ESAIM: Probability and Statistics

PY - 2011

PB - EDP-Sciences

VL - 15

SP - 168

EP - 179

AB - Let Tn be a Studentized U-statistic. It is proved that a Cramér type moderate deviation P(Tn ≥ x)/(1 − Φ(x)) → 1 holds uniformly in x ∈ [0, o(n1/6)) when the kernel satisfies some regular conditions.

LA - eng

KW - moderate deviation; u-statistic; studentized; -statistic; Studentized statistic

UR - http://eudml.org/doc/277141

ER -

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