Exponential and moment inequalities for U-statistics
Probability
2015-01-06 v1
Abstract
A Bernstein-type exponential inequality for (generalized) canonical U-statistics of order 2 is obtained and the Rosenthal and Hoffmann-J{\o}rgensen inequalities for sums of independent random variables are extended to (generalized) U-statistics of any order whose kernels are either nonnegative or canonical
Keywords
Cite
@article{arxiv.math/0003228,
title = {Exponential and moment inequalities for U-statistics},
author = {Evarist Giné and Rafał Latała and Joel Zinn},
journal= {arXiv preprint arXiv:math/0003228},
year = {2015}
}
Comments
22 pages