论文信息 - Tail probability approximations for U-statistics

Tail probability approximations for U-statistics

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.

Robert W. Keener | Neville C. Weber | John Robinson

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