Moderate deviations for degenerate U-processes.

DOI10.1016/S0304-4149(99)00112-XMaRDI QIDQ1877398zbMATH OpenFDO

Authors Peter Eichelsbacher

Publication date 7 September 2004

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0304-4149(99)00112-X

zbMATH Keywords

\(U\)-statistics, \(U\)-processes\(V\)-processesBernstein-type inequalitydecouplingHoeffding decompositionmoderate deviationsVapnik-Červonenkis class

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Large deviations (60F10) Sample path properties (60G17)

Review text

\(U\)-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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Cited in

(3)

• Rank-dependent moderate deviations of \(U\)-empirical measures in strong topologies
• Moderate and large deviations for \(U\)-processes
• Moderate deviations for functional U-processes

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