Large deviations for U-statistics

DOI10.1016/0047-259X(92)90049-LMaRDI QIDQ5905593zbMATH OpenOpenAlexFDO

Authors Miguel A. Arcones

Publication date 17 January 1993

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259x(92)90049-l

zbMATH Keywords

\(U\)- statisticsBanach space valued random vectorslarge deviation principlespectral decomposition

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Large deviations (60F10)

Review text

A large deviation principle (LDP) is proved for a large class of \(U\)- statistics. The proof is mainly based on the spectral decomposition of the kernel together with a corresponding application of the Donsker- Varadhan LDP in \(l_ 2\).

Recommendations

• scientific article; zbMATH DE number 815567
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Cites work

• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• Approximation Theorems of Mathematical Statistics
• Asymptotic evaluation of certain Markov process expectations for large time—III

Cited in

(19)

• Large deviations of Chernoff type for \(U\)- and \(V\)-statistics.
• Large deviations of U-statistics. I
• A large deviation principle for \(m\)-variate von Mises-statistics and \(U\)- statistics
• Large deviation results for a U-statistical sum with product kernel
• A representation of the rate functions in large deviation principles for U-statistics with degenerate kernels
• Large deviations for extremes of U-processes
• scientific article; zbMATH DE number 4216917 (Why is no real title available?)
• Large deviations of U-empirical Kolmogorov-Smirnov tests and their efficiency
• Large Deviations Principle for Partial Sums U-Processes
• Large Deviations for Partial Sums U-Processes in Dependent Cases
• scientific article; zbMATH DE number 1092204 (Why is no real title available?)
• scientific article; zbMATH DE number 1515762 (Why is no real title available?)
• Cramér-Type Large Deviations for SomeU-Statistics
• scientific article; zbMATH DE number 805047 (Why is no real title available?)
• scientific article; zbMATH DE number 815567 (Why is no real title available?)
• A new large deviation inequality for U-statistics of order 2
• Large deviations for L-statistics
• Distributed inference for degenerate \(U\)-statistics
• LDP for inhomogeneous U-statistics

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