Moderate deviations for degenerate \(U\)-processes. (Q1877398)
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English | Moderate deviations for degenerate \(U\)-processes. |
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Moderate deviations for degenerate \(U\)-processes. (English)
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7 September 2004
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\(U\)-processes of order \(m\) defined on a probability space \((S,\mathcal S,\mu )\) and indexed by a collection of measurable functions \(\mathcal H\) are considered in case that each function \(h\in \mathcal H\) is completely degenerate (\(\mu \)-canonical). Sufficient conditions on \(\mathcal H \) are established under which the moderate \(U\)-process of rank \(r,\;2\leq r \leq m\), satisfies the moderate deviation principle (MDP). Especially, for \(\mathcal H\) to be Vapnik-Červonenkis subgraph class of function, the MDP is established under exponential moment condition on the envelope of \(\mathcal H .\) Some new Bernstein-type inequalities for \(U\)-processes are proved by using randomization and decoupling technique. Results on MDP for \(V\)-processes are also presented.
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moderate deviations
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\(U\)-statistics, \(U\)-processes
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\(V\)-processes
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decoupling
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Vapnik-Červonenkis class
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Hoeffding decomposition
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Bernstein-type inequality
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