Moment and tail estimation for U-statistics with positive kernels
Probability
2018-01-24 v1
Abstract
We deduce the non-asymptotical (bilateral) estimates for moment inequalities for multiple sums of non-negative (more precisely, non-negative) independent random variables, on the other words, the well known U or V-statistics. Our consideration based on the correspondent estimates for the one-dimensional case by means of the so-called degenerate approximation. We apply also the theory of Bell functions as well as the properties of the Poisson distribution and the theory of the so-called Grand Lebesgue Spaces (GLS).
Cite
@article{arxiv.1801.07588,
title = {Moment and tail estimation for U-statistics with positive kernels},
author = {E. Ostrovsky and L. Sirota},
journal= {arXiv preprint arXiv:1801.07588},
year = {2018}
}
Comments
arXiv admin note: text overlap with arXiv:1710.05235