A Note on Concentration Inequalities for U-Statistics
Statistics Theory
2019-03-18 v2 Statistics Theory
Abstract
The aim of this paper is to discuss various concentration inequalities for U-statistics and most recent results. A special focus will be on providing proofs for bounds on the U-statistics using classical concentration inequalities, which, although the results well known, the proofs are not found in the literature.
Keywords
Cite
@article{arxiv.1712.06160,
title = {A Note on Concentration Inequalities for U-Statistics},
author = {Yannik Pitcan},
journal= {arXiv preprint arXiv:1712.06160},
year = {2019}
}
Comments
I give the first full proofs of Hoeffding and Bernstein related inequalities for U-statistics -- these are not found in the literature to my knowledge