Tail probability approximations for U-statistics

✍ Scribed by Robert W. Keener; John Robinson; Neville C. Weber

• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 274 KB
• Volume: 37
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(97)00100-4

✦ Synopsis

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.