Large Deviations of U-Statistics. I |
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Authors: | Borovskikh Yu V Weber N C |
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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 |
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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. |
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Keywords: | large deviations U-statistics Cramé r's series decoupling inequalities |
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