Autori: Nikitin, Yakov, Ponikarov, Evgueni
Titolo: Large deviations of non-degenerate two-sample von mises functionals
Periodico: International Center for Economics Research, Torino. ICER - Working papers series
Anno: 2002 - Fascicolo: 11 - Pagina iniziale: 1 - Pagina finale: 26

The asymptotics of large deviation probabilities for two-sample non degenerate von Mises functionals and U- statistics of arbitrary degree is investigated. We find explicitly the main term of this asymptotics. Some examples motivated by nonparametric statistics are given. The result may be applied to calculate the Bahadur ARE of corresponding tests.




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