Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146403 | Journal of Multivariate Analysis | 2008 | 14 Pages |
Abstract
We develop large deviation results with Cramér’s series and the best possible remainder term for bootstrapped UU-statistics with non-degenerate bounded kernels. The method of the proof is based on the contraction technique of Keener, Robinson and Weber [R.W. Keener, J. Robinson, N.C. Weber, Tail probability approximations for UU-statistics, Statist. Probab. Lett. 37 (1) (1998) 59–65], which is a natural generalization of the classical conjugate distribution technique due to Cramér [H. Cramér, Sur un nouveau théoréme-limite de la theorie des probabilites, Actual. Sci. Indust. 736 (1938) 5–23].
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Yuri V. Borovskikh, John Robinson,