Exponential inequality for chaos based on sampling without replacement
Statistics Theory
2018-08-29 v1 Probability
Statistics Theory
Abstract
We are interested in the behavior of particular functionals, in a framework where the only source of randomness is a sampling without replacement. More precisely the aim of this short note is to prove an exponential concentration inequality for special U-statistics of order 2, that can be seen as chaos.
Cite
@article{arxiv.1808.09184,
title = {Exponential inequality for chaos based on sampling without replacement},
author = {P Hodara and Patricia Reynaud-Bouret},
journal= {arXiv preprint arXiv:1808.09184},
year = {2018}
}