Article ID Journal Published Year Pages File Type
1146403 Journal of Multivariate Analysis 2008 14 Pages PDF
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].

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
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