๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Large deviations for U-statistics

โœ Scribed by Miguel A Arcones

Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
121 KB
Volume
42
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

A large deviation theorem for U-processe
A large deviation theorem for U-processes
โœ Robert Serfling; Wenyang Wang ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 144 KB

This paper develops a large deviation theorem for families of sample means of U -statistic structure (i.e., U -processes). These results extend the work of Sethuraman (1964) and Wu (1994) on large deviation theory for families of ordinary sample means and the classical empirical process. Along the w

On large deviation theorem for data-driv
On large deviation theorem for data-driven Neyman's statistic
โœ Tadeusz Inglot ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 111 KB

The aim of the paper is to show that for data-driven Neyman's statistic large deviation theorem does not hold. We derive an explicit estimate from below for probabilities of large and moderate deviations. The main tool is a version of a lower exponential inequality recently obtained by Mogulskii.

Large Deviations for Quicksort
Large Deviations for Quicksort
โœ C.J.H. McDiarmid; R.B. Hayward ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 300 KB

Let Q be the random number of comparisons made by quicksort in sorting n n distinct keys when we assume that all n! possible orderings are equally likely. Known results concerning moments for Q do not show how rare it is for Q to n n make large deviations from its mean. Here we give a good approxima