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Exponential and moment inequalities for U-statistics

概率论 2015-01-06 v1

摘要

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) U-statistics of any order whose kernels are either nonnegative or canonical

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引用

@article{arxiv.math/0003228,
  title  = {Exponential and moment inequalities for U-statistics},
  author = {Evarist Giné and Rafał Latała and Joel Zinn},
  journal= {arXiv preprint arXiv:math/0003228},
  year   = {2015}
}

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22 pages