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Teoriya Veroyatnostei i ee Primeneniya, 1993, Volume 38, Issue 4, Pages 858–868
(Mi tvp4023)
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Cramér type large deviations for some $U$-statistics
T. Inglot, T. Ledwinaa a Institute of Mathematics, Technical University of Wroclaw, Wroclaw, Poland
Abstract:
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.
Received: 26.06.1990
Citation:
T. Inglot, T. Ledwina, “Cramér type large deviations for some $U$-statistics”, Teor. Veroyatnost. i Primenen., 38:4 (1993), 858–868; Theory Probab. Appl., 38:4 (1993), 651–659
Linking options:
https://www.mathnet.ru/eng/tvp4023 https://www.mathnet.ru/eng/tvp/v38/i4/p858
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