Rank-dependent moderate deviations of U-empirical measures in strong topologies

被引:9
|
作者
Eichelsbacher, P
Schmock, U
机构
[1] Ruhr Univ Bochum, Fak Math, D-44780 Bochum, Germany
[2] ETH Zentrum, Dept Math, CH-8092 Zurich, Switzerland
关键词
rank-dependent moderate deviations; empirical measures; strong topology; U-statistics;
D O I
10.1007/s00440-003-0254-6
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We prove a rank-dependent moderate deviation principle for U-empirical measures, where the underlying i.i.d. random variables take values in a measurable (not necessarily Polish) space (S, S). The result can be formulated on a suitable subset of all signed measures on (S-m, S-circle timesm). We endow this space with a topology, which is stronger than the usual tau-topology. A moderate deviation principle for Banach-space valued U-statistics is obtained as a particular application. The advantage of our result is that we obtain in the degenerate case moderate deviations in non-Gaussian situations with non-convex rate functions.
引用
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页码:61 / 90
页数:30
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