Tail probability approximations for U-statistics
Let Un be a second-degree, nondegenerate, zero mean U-statistic with a bounded kernel, scaled so that Un/[radical sign]n => N(0, [sigma]2). Large deviation approximations are developed for tail probabilities P(Un > x[radical sign]n) using a new explicit tilting procedure.
Year of publication: |
1998
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Authors: | Keener, Robert W. ; Robinson, John ; Weber, Neville C. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 37.1998, 1, p. 59-65
|
Publisher: |
Elsevier |
Subject: | Large deviations U-statistics Tilting |
Saved in:
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