On Large Deviations of U-Statistics
Yuri V. Borovskikh and Neville C. Weber
Research Report 2000-4
Date: 11 January 2000
Large deviation results with explict order terms and Cramer's series
are developed for non-degenerate U-statistics of degree m with bounded
kernels using the contraction technique of Keener, Robinson and Weber (1998)
and a partitioning method to bound the degenerate remainder term.
Large deviations. U-statistics. Cramer's series.
AMS Subject Classification (1991)
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Sydney Mathematics and Statistics