A large deviation principle for \(m\)-variate von Mises-statistics and \(U\)- statistics (Q1900327)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A large deviation principle for \(m\)-variate von Mises-statistics and \(U\)- statistics |
scientific article |
Statements
A large deviation principle for \(m\)-variate von Mises-statistics and \(U\)- statistics (English)
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8 April 1996
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A large deviation principle for \(m\)-variate von Mises and \(U\)-statistics with a kernel function satisfying natural moment conditions is proved. The main tools are the contraction and comparison principles and Sanov's large deviation result on the empirical distribution function. The rate functions are ``drawback''-entropy functionals.
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\(U\)-statistics
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entropy functionals
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von Mises statistics
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large deviation principle
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comparison principles
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empirical distribution function
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