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Cramer type large deviations for studentized U-statistics

✍ Scribed by M. Vandemaele; N. Veraverbeke


Publisher
Springer
Year
1985
Tongue
English
Weight
394 KB
Volume
32
Category
Article
ISSN
0026-1335

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Let PN and QN, N>\_ 1, be two possible probability distributions of a random vector Xu = (Xm .... ,XNN), whose components are N independent. Suppose PN and QN have respective densities ps = iH=~f(xNi --N N ON) and qN ----i ~=l = f(xNi-ONi), where ON = N-1 i=1 y' ONi, such that ~i~umax [ONi-ON[ = O(N