Sharp moment and exponential tail estimates for U-statistics
Statistics Theory
2016-02-02 v1 Statistics Theory
Abstract
We obtain in this paper a non-asymptotic non-improvable up to multiplicative constant moment and exponential tail estimates for distribution for U-statistics by means of martingale representation. We show also the exactness of obtained estimations in one way or another by providing appropriate examples.
Cite
@article{arxiv.1602.00175,
title = {Sharp moment and exponential tail estimates for U-statistics},
author = {E. Ostrovsky and L. Sirota},
journal= {arXiv preprint arXiv:1602.00175},
year = {2016}
}