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arxiv: 1309.5433 · v4 · pith:3DCBUOXInew · submitted 2013-09-21 · 🧮 math.PR

Further Refinement of Self-normalized Crama'{e}r-type moderate Deviations

classification 🧮 math.PR
keywords cramdeviationsmoderater-typeself-normalizedwangberry-esseenbound
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In this paper, we study the self-normalized Cram\a'{e}r-type moderate deviations for centered independent random variables $X_1, X_2,...$ with $0<E |X_i|^3 <\infty$. The main results refine Theorems 1.1 and 1.2 of Wang (2011), the Berry-Esseen bound (2.11) and Corollaries 2.2 and 2.3 of Jing, Shao and Wang (2003) under stronger moment conditions.

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