Large deviations for \(U\)-statistics

DOI10.1016/0047-259X(92)90049-LzbMath0758.60022OpenAlexW2025275034MaRDI QIDQ5905593

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

large deviation principlespectral decompositionBanach space valued random vectors\(U\)- statistics

Mathematics Subject Classification ID

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

Related Items (2)

A large deviation principle for \(m\)-variate von Mises-statistics and \(U\)- statistics ⋮ Large deviations of U-empirical Kolmogorov–Smirnov tests and their efficiency

Cites Work

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

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