Exponential and moment inequalities for U-statistics

DL Hanson; E Giné; E Giné; E Giné; E Giné; I Pinelis; J-P Kahane; M Arcones; M Klass; M Ledoux; M Talagrand; P Hitczenko; P Massart; R Ibragimov; R Ibragimov; R Latala; R Latała; R Latała; S Kwapieñ; S Kwapieñ; SA Utev; T Figiel; V Peña De La; V Peña De La; WB Johnson

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Exponential and moment inequalities for U-statistics

Authors: DL Hanson
E Giné
E Giné
E Giné
E Giné
I Pinelis
J-P Kahane
M Arcones
M Klass
M Ledoux
M Talagrand
P Hitczenko
P Massart
R Ibragimov
R Ibragimov
R Latala
R Latała
R Latała
S Kwapieñ
S Kwapieñ
SA Utev
T Figiel
V Peña De La
V Peña De La
WB Johnson
Publication date: 1 January 2000
Publisher: 'Springer Science and Business Media LLC'
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Abstract

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 canonicalComment: 22 page

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info:doi/10.1007%2F978-1-4612-...

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