Cram\'er type large deviations for some $U$-statistics
Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 4, pp. 858-868
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We prove Cramér type large deviations for some $U$-statistics of degree
two with kernel $h(x,y)$ being of bounded variation on bounded rectangles.
The proof consists of two basic steps. First some explicit bounds
(similar to Helmers' bounds for $L$-statistics) for the $U$-statistics are obtained.
Then Linnik's result and some results exploiting strong approximations
are applied.
Keywords:
$U$-statistics, large deviations, strong approximations.
@article{TVP_1993_38_4_a8,
author = {T. Inglot and T. Ledwina},
title = {Cram\'er type large deviations for some $U$-statistics},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {858--868},
publisher = {mathdoc},
volume = {38},
number = {4},
year = {1993},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_1993_38_4_a8/}
}
T. Inglot; T. Ledwina. Cram\'er type large deviations for some $U$-statistics. Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 4, pp. 858-868. http://geodesic.mathdoc.fr/item/TVP_1993_38_4_a8/