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Large Deviations of U-Statistics. I
Authors:Borovskikh  Yu V  Weber  N C
Institution:(1) Department of Applied Mathematics, Transport University, Moskovsky Avenue 9, 190031 St. Petersburg, Russia;(2) School of Mathematics and Statistics, FO7, University of Sydney, NSW, 2006, Australia
Abstract:We develop large-deviation results with explicit order terms and Cramér's series for nondegenerate U-statistics of degree m under Cramér-type conditions on the kernel. The method of the proof is based on the contraction technique of Keener, Robinson, and Weber 15], which is a natural generalization of the classical method of Cramér 10]. Other techniques used in the proofs include truncation, decoupling inequalities, Borell's inequality for Rademacher chaos, and a partitioning method to bound the degenerate remainder term.
Keywords:large deviations  U-statistics  Cramé  r's series  decoupling inequalities
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