Self-Normalized Moderate Deviations for Degenerate U-Statistics

被引:0
|
作者
Ge, Lin [1 ]
Sang, Hailin [2 ]
Shao, Qi-Man [3 ]
机构
[1] Mississippi State Univ Meridian, Div Arts & Sci, Meridian, MS 39307 USA
[2] Univ Mississippi, Dept Math, University, MS 38677 USA
[3] Southern Univ Sci & Technol, Shenzhen Int Ctr Math, Dept Stat & Data Sci, Shenzhen 518055, Peoples R China
关键词
moderate deviation; degenerate U-statistics; law of the iterated logarithm; self-normalization; ITERATED LOGARITHM; VON MISES; LAW; LIL;
D O I
10.3390/e27010041
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
In this paper, we study self-normalized moderate deviations for degenerate U-statistics of order 2. Let {, >= 1} be i.i.d. random variables and consider symmetric and degenerate kernel functions in the form h(,)=Sigma(infinity)(=1) ()(), where > 0, ((1)) = 0, and ((1)) is in the domain of attraction of a normal law for all >= 1. Under the condition Sigma(infinity)(=1) < infinity and some truncated conditions for {((1)): >= 1}, we show that log Sigma 1 <=not equal <= h(,)/max1 <=<infinity(2)(,) >= (2) similar to -(/2) for ->infinity and = (--root), where (2), = Sigma = 1(2)(). As application, a law of the iterated logarithm is also obtained.
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页数:27
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