Exponential and Moment Inequalities for U-Statistics
Evarist GinéDepartment of Mathematics and Department of Statistics, University of Connecticut, Storrs, CT, 06269, USARafał LatałaInstitute of Mathematics, Warsaw University, Banacha 2, 02-097, Warszawa, PolandJoel ZinnDepartment of Mathematics, Texas A&M University, College Station, TX, 77843, USA
2000en
ABI
Аннотация
A Bernstein-type exponential inequality for (generalized) canonical U-statistics of order 2 is obtained, and the Rosenthal and Hoffmann-Jørgensen inequalities for sums of independent random variables are extended to (generalized) U-statistics of any order whose kernels are either nonnegative or canonical.
Ҳали таржима қилинмаган
Идентификаторлар
Иқтибослар ва манбалар
4 та иқтибос0 та фойдаланилган манба