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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

Annotatsiya

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.

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DOI: 10.1007/978-1-4612-1358-1_2

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