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Large deviations of non-degenerate two-sample von Mises functionals

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  • Yakov Nikitin
  • Evgueni Ponikarov

Abstract

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.

Suggested Citation

  • Yakov Nikitin & Evgueni Ponikarov, 2002. "Large deviations of non-degenerate two-sample von Mises functionals," ICER Working Papers 11-2002, ICER - International Centre for Economic Research.
    • Handle: RePEc:icr:wpicer:11-2002
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    File URL: http://www.bemservizi.unito.it/repec/icr/wp2002/nikitin11-02.pdf
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    Keywords

    Large deviations; von Mises functionals; U-statistics; implicit analytic operator; Lehmann statistic;
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