A symmetrization-desymmetrization procedure for uniformly good approximation of expectations involving arbitrary sums of generalized U-statistics.

DOI10.1214/AOP/1019160512MaRDI QIDQ1872173zbMATH OpenOpenAlexFDO

Authors Michael J. Klass, Krzysztof Nowicki

Publication date 6 May 2003

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.aop/1019160512

zbMATH Keywords

expectations of functions of second-order sums

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) (L^p)-limit theorems (60F25) Sums of independent random variables; random walks (60G50)

Recommendations

• Order of magnitude bounds for expectations of \(\Delta_2\)-functions of nonnegative random bilinear forms and generalized \(U\)-statistics
• Sub-Bernoulli functions, moment inequalities and strong laws for nonnegative and symmetrized U-statistics
• scientific article; zbMATH DE number 3954030
• Approximations for multivariate U-statistics
• scientific article; zbMATH DE number 919336

Cites work

• A method of approximating expectations of functions of sums of independent random variables
• Exponential moments of vector valued random series and triangular arrays
• scientific article; zbMATH DE number 434650 (Why is no real title available?)
• Order of magnitude bounds for expectations of \(\Delta_2\)-functions of generalized random bilinear forms
• Order of magnitude bounds for expectations of \(\Delta_2\)-functions of nonnegative random bilinear forms and generalized \(U\)-statistics

Cited in

(4)

• Order of magnitude bounds for expectations of \(\Delta_2\)-functions of nonnegative random bilinear forms and generalized \(U\)-statistics
• Approximation for expectations of unbounded functions of dependent integer-valued random variables
• New versions of some classical stochastic inequalities
• Uniformly accurate quantile bounds for sums of arbitrary independent random variables

This page was built for publication: A symmetrization-desymmetrization procedure for uniformly good approximation of expectations involving arbitrary sums of generalized \(U\)-statistics.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1872173)