On Large Deviations of U-Statistics

Author

Yuri V. Borovskikh and Neville C. Weber

Status

Research Report 2000-4
Date: 11 January 2000

Abstract

Large deviation results with explict order terms and Cramer's series are developed for non-degenerate U-statistics of degree m with bounded kernels using the contraction technique of Keener, Robinson and Weber (1998) and a partitioning method to bound the degenerate remainder term.

Key phrases

Large deviations. U-statistics. Cramer's series.

AMS Subject Classification (1991)

Primary: 60F10
Secondary:

Content

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