Tail probability approximations for U-statistics

Robert W. Keener, John Robinson and Neville C. Weber

Statistics & Probability Letters, 1998, vol. 37, issue 1, 59-65

Abstract: 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.

Keywords: Large; deviations; U-statistics; Tilting (search for similar items in EconPapers)
Date: 1998
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