Large deviations of non-degenerate two-sample von Mises functionals.

The asymptotics of large deviation probabilities for two-sample non degenerate von Mises functionals and U- statistics of arbitrary degree is investigated. We find explicitly the main term of this asymptotics. Some examples motivated by nonparametric statistics are given. The result may be applied to calculate the Bahadur ARE of corresponding tests.

MoreLess

Year of publication:	2002-02
Authors:	Nikitin, Yakov ; Ponikarov, Evgueni
Institutions:	International Centre for Economic Research (ICER)
Subject:	Large deviations \| von Mises functionals \| U-statistics \| implicit analytic operator \| Lehmann statistic

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

More details

Extent:	application/pdf
Series:	ICER Working Papers.
Type of publication:	Book / Working Paper
Notes:	26 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005427057