How do I verify a tenant that is Self-Employed?

[Brad Crosby]

I am looking to fill my first rental! I have a potential tenant that has been self-employed for the past few years. She claims $4,000 monthly income. How would I verify that? Am I allowed to ask for tax returns, bank statements, etc.? 

She just sold her home that she owned a few months ago, so any thoughts on verifying residential history on clients that are new to renting would be great as well!

Thanks!