Tail probability approximations for U-st
โ
Robert W. Keener; John Robinson; Neville C. Weber
๐
Article
๐
1998
๐
Elsevier Science
๐
English
โ 274 KB
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.