Large deviations and asymptotic efficiency of integral type statistics. I
Zapiski Nauchnykh Seminarov POMI, Investigations in the theory of probability distributions. Part IV, Tome 85 (1979), pp. 175-187
Ya. Yu. Nikitin. Large deviations and asymptotic efficiency of integral type statistics. I. Zapiski Nauchnykh Seminarov POMI, Investigations in the theory of probability distributions. Part IV, Tome 85 (1979), pp. 175-187. http://geodesic.mathdoc.fr/item/ZNSL_1979_85_a13/
@article{ZNSL_1979_85_a13,
     author = {Ya. Yu. Nikitin},
     title = {Large deviations and asymptotic efficiency of integral type {statistics.~I}},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {175--187},
     year = {1979},
     volume = {85},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_1979_85_a13/}
}
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We obtain rough asymptotics for probabilities of large deviations of $\omega^2$-type integral statistics and their analogues for Poisson sample size. An approach due to Sanov is used so that this asymptotics depend on a solution of some extremal problem. The latter is solved with the aid of bifurcation theory.