Let U, be a second-degree, nondegenerate, zero mean U-statistic with a bounded kernel, scaled so that U,/v/n~N(O, a2). Large deviation approximations are developed for tail probabilities P(U, >xv/n) using a new explicit tilting procedure. (~) 1998 Elsevier Science B.V.
Approximations for multivariate U-statistics
✍ Scribed by F Götze
- Publisher
- Elsevier Science
- Year
- 1987
- Tongue
- English
- Weight
- 690 KB
- Volume
- 22
- Category
- Article
- ISSN
- 0047-259X
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