A geometric proof of multivariate self-normalized moderate deviations via ridge regularization

2026-11-05来源 arXiv stat.THEnglish
arXiv:2611.05822v1 Announce Type: cross Abstract: Let $X,X_1,X_2,\ldots$ be i.i.d.\ random vectors in $\mathbb R^d$, where $d\ge1$ is fixed. Assume that $\mathbb{E} X=0$, $\mathbb{E} XX^\top=I_d$ and $\mathbb{E}\|X\|^3

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