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Rough large-deviation probability asymptotics of some functionals of the norm kind

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Abstract

Rough large-deviation probability asymptotics of norm-type functionals of empirical processes are considered. Some tools for finding exact Bahadur slopes are proposed. They permit one to compare different nonparametric tests using asymptotic relative efficiencies. Bibliography: 10 titles.

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Authors
  1. O. A. Podkoryatova
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Additional information

Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 244, 1997, pp. 238–256.

Translated by A. Sudakov

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Podkoryatova, O.A. Rough large-deviation probability asymptotics of some functionals of the norm kind. J Math Sci 99, 1161–1172 (2000). https://doi.org/10.1007/BF02673639

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  • DOI: https://doi.org/10.1007/BF02673639

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