Related papers: Deviation and moment inequalities for Banach-value…
We present moment inequalities for completely degenerate Banach space valued (generalized) U-statistics of arbitrary order. The estimates involve suprema of empirical processes which, in the real-valued case, can be replaced by simpler…
We establish deviation inequalities for the maxima of partial sums of a martingale differences sequence, and of a strictly stationary orthomartingale random field. These inequalities can be used to establish complete convergence of…
We present Rosenthal-type moment inequalities for matrix-valued U-statistics of order 2. As a corollary, we obtain new matrix concentration inequalities for U-statistics. One of our main technical tools, a version of the non-commutative…
In this paper, we prove analogues of Khintchine and Rosenthal's moment inequalities for symmetric statistics (U-statistics) of arbitrary order. An example that shows significance of each term in the analogues of Rosenthal's bounds for…
We show a deviation inequality inequalities for multi-indexed martingale We then provide applications to kernel regression for random fields and rates in the law of large numbers for orthomartingale difference random fields.
The family of U-statistics plays a fundamental role in statistics. This paper proves a novel exponential inequality for U-statistics under the time series setting. Explicit mixing conditions are given for guaranteeing fast convergence, the…
In this paper, we establish an exponential inequality for U-statistics of i.i.d. data, varying kernel and taking values in a separable Hilbert space. The bound are expressed as a sum of an exponential term plus an other one involving the…
An important tool for statistical research are moment inequalities for sums of independent random vectors. Nemirovski and coworkers (1983, 2000) derived one particular type of such inequalities: For certain Banach spaces $(\B,\|\cdot\|)$…
We prove a Marcinkiewicz-Zygmund type inequality for random variables taking values in a smooth Banach space. Next, we obtain some sharp concentration inequalities for the empirical measure of $\{T, T^2, \cdots, T^n\}$, on a class of smooth…
We derive a consistency result, in the $L_1$-sense, for incomplete U-statistics in the non-standard case where the kernel at hand has infinite second-order moments. Assuming that the kernel has finite moments of order $p(\geq 1)$, we obtain…
Certain previously known upper bounds on the moments of the norm of martingales in 2-smooth Banach spaces are improved. Some of these improvements hold even for sums of independent real-valued random variables. Applications to concentration…
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…
We derive various sharp bounds on moments of the distance between two independent random vectors taking values in a Banach space.
In this paper, we investigate the functional central limit theorem and the Marcinkiewicz strong law of large numbers for U-statistics having absolutely regular data and taking value in a separable Hilbert space. The novelty of our approach…
Existing concentration bounds for bounded vector-valued random variables include extensions of the scalar Hoeffding and Bernstein inequalities. While the latter is typically tighter, it requires knowing a bound on the variance of the random…
Let $(X_i, \mathcal{F}_i)_{i\geq1}$ be a martingale difference sequence in a smooth Banach space. Let $S_n=\sum_{i=1}^nX_i, n\geq 1,$ be the partial sums of $(X_i, \mathcal{F}_i)_{i\geq 1}$. We give upper bounds on the quantity…
We establish an exponential inequality for degenerated $U$-statistics of order $r$ of i.i.d. data. This inequality gives a control of the tail of the maxima absolute values of the $U$-statistic by the sum of two terms: an exponential term…
We deduce in this paper the sufficient conditions for weak convergence of centered and normed deviation of the u-statistics with values in the space of the real valued continuous function defined on some compact metric space. We obtain also…
Incomplete U-statistics have been proposed to accelerate computation. They use only a subset of the subsamples required for kernel evaluations by complete U-statistics. This paper gives a finite sample bound in the style of Bernstein's…
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)…