A large deviation principle for \(m\)-variate von Mises-statistics and \(U\)- statistics

DOI10.1007/BF02410113zbMath0835.60019MaRDI QIDQ1900327

Peter Eichelsbacher, Matthias Loewe

Publication date: 8 April 1996

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

large deviation principleempirical distribution function\(U\)-statisticscomparison principlesentropy functionalsvon Mises statistics

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (8)

Large deviation principle for geometric and topological functionals and associated point processes ⋮ Cramér's type results for some bootstrapped \(U\)-statistics ⋮ Asymptotic efficiency and local optimality of tests based on two-sample \(U\)-and \(V\)-statistics ⋮ A central limit theorem for incomplete U-statistics over triangular arrays ⋮ Large deviations of U-empirical Kolmogorov–Smirnov tests and their efficiency ⋮ Cramér type moderate deviation theorems for self-normalized processes ⋮ A large deviation theorem for \(U\)-processes ⋮ Capacity bounds for the CDMA system and a neural network: a moderate deviations approach

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