seminario

[Pietro Muliere <pietro.muliere@uni-bocconi.it>]

Istituto Metodi Quantitativi - Università L. Bocconi
Viale Isonzo, 25 - 20135 Milano
Tel. 02-58365629  - Fax 02-58365630


SEMINARIO


LARGE DEVIATIONS OF NON-DEGENERATE TWO-SAMPLE VON MISES
FUNCTIONALS AND U-STATISTICS WITH STATISTICAL APPLICATIONS


Yakov Nikitin
                 Università Bocconi





Giovedì, 5 dicembre, 2002 - ore 16.30
Aula IMQ  stanza n.137


Abstract . We investigate the asymptotics of large deviation probabilities 
for two-sample non-degenerate von Mises functionals and U-statistics  of 
arbitrary degree. We find explicitly the main term of this asymptotics. In 
contrast to the one-sample case the large deviations of two-sample von 
Mises functionals were never explored before. Some examples motivated by 
Nonparametric Statistics are given ( the simplest example is the Wilcoxon 
statistic). The result may be applied to calculate the Bahadur asymptotic 
relative efficiency of corresponding tests. This is a joint paper with 
E.V.Ponikarov