Moment inequalities for U-statistics
概率论
2007-05-23 v2
摘要
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 norms of the kernel matrix (i.e., norms of some multilinear operators associated with the kernel matrix). As a corollary, we derive tail inequalities for U-statistics with bounded kernels and for some multiple stochastic integrals.
引用
@article{arxiv.math/0506026,
title = {Moment inequalities for U-statistics},
author = {Radosław Adamczak},
journal= {arXiv preprint arXiv:math/0506026},
year = {2007}
}
备注
Published at http://dx.doi.org/10.1214/009117906000000476 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)