A new large deviation inequality for U-statistics of order 2 (Q4941309)
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scientific article; zbMATH DE number 1408567
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| English | A new large deviation inequality for U-statistics of order 2 |
scientific article; zbMATH DE number 1408567 |
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A new large deviation inequality for U-statistics of order 2 (English)
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29 February 2000
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\(U\)-statistics
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exponential inequalities
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0.92105997
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0.90999925
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The second-order \(U\)-statistics \(U_n(f)=\sum_{1\leq i \neq j \leq n} f(\xi_i,\xi_j)\) are considered. Let \(U_n(f-E f)=2(n-1)U_n^{(1)}+U_n^{(2)}\) be the decomposition of \(U_n\) to the linear and second-order canonical projections. The upper bound for the moments \(E (U_n{(2)})^{2k}\) is proved. As a corollary the exponential inequality \[ P(U_n^{(2)}\geq C(f,F,n)x)\leq \exp (6-2\sqrt{x}) \] is derived. This inequality is compared with similar inequalities of \textit{M. A. Arcones} and \textit{E. Giné} [Ann. Probab. 21, No. 3, 1494-1542 (1993; Zbl 0789.60031)].
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