Sankhya: The Indian Journal of Statistics
2002, Volume 64, Series A, Pt. 1, pp. 167--170
ON LARGE DEVIATIONS OF U-STATISTICS AND THEIR PROJECTIONS
L. BARINGHAUS, Universität Hannover
R. RANK, Zütrich Rütckversicherung
SUMMARY. The paper presents a simple example showing that, in general, large deviation probabilities of U-statistics and their projections behave in a different manner. This disproves a theorem of Dasgupta which was used in the past to obtain the Bahadur efficiency of statistical tests based on U-statistics or V-statistics.
AMS (1991) subject classification. Primary 60F10; secondary 62F05.
Key words and phrases. U-statistics, projections, large deviations.
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