Volume 15, 2011
|Page(s)||168 - 179|
|Published online||05 January 2012|
Department of Statistics, Stanford University Stanford, CA CA 94305-4065, USA;
2 Department of Mathematics, Hong Kong University of Science and Technology, Clear Water Bay, Kowloon Hong Kong, P.R. China; firstname.lastname@example.org
3 School of Mathematics and Statistics, University of Sydney, NSW 2006, Australia; email@example.com
Revised: 2 June 2009
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.
Mathematics Subject Classification: 60F10 / 60F05
Key words: Moderate deviation / u-statistic / studentized
© EDP Sciences, SMAI, 2011
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