Large deviations of bootstrapped U-statistics

We develop large deviation results with Cramer's series and the best possible remainder term for bootstrapped U-statistics with non-degenerate bounded kernels. The method of the proof is based on the contraction technique of Keener, Robinson and Weber [R.W. Keener, J. Robinson, N.C. Weber, Tail probability approximations for U-statistics, Statist. Probab. Lett. 37 (1) (1998) 59-65], which is a natural generalization of the classical conjugate distribution technique due to Cramer [H. Cramer, Sur un nouveau theoreme-limite de la theorie des probabilites, Actual. Sci. Indust. 736 (1938) 5-23].