On Hoeffding decomposition in L_p

MaRDI QIDQ1928875zbMATH OpenFDO

Authors Stanislaw Kwapień

Publication date 4 January 2013

Published in Illinois Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ijm/1336049990

zbMATH Keywords

canonical \(U\)-statisticsHoeffding decompositionRosenthal inequalities

Mathematics Subject Classification ID

(L^p)-spaces and other function spaces on groups, semigroups, etc. (43A15) Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15)

Review text

The Hoeffding decomposition for a \(U\)-statistic of order \(d\) expresses the statistic as a sum of canonical statistics of orders \(k \leq d\). The classical result assumes the statistic is based on random variables with finite variance. \textit{J. Bourgain} [Semin. Anal. Fonct. 1979--1980, Expose No.4 (1980; Zbl 0454.46020)] extended the decomposition to the case with finite \(p\)th moments, \(p > 1\). The author provides a new approach to the proof of this result, improved \(L_p\) bounds, as well as new Rosenthal-type moment inequalities for canonical \(U\)-statistics.

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Cites work

• \(L^p\)-norms of Hermite polynomials and an extremal problem on Wiener chaos
• A Class of Statistics with Asymptotically Normal Distribution
• Bounds on moments of symmetric statistics
• Distribution function inequalities for martingales
• scientific article; zbMATH DE number 3710782 (Why is no real title available?)
• scientific article; zbMATH DE number 1552476 (Why is no real title available?)
• On the conditional expectation with respect to a sequence of independent σ-fields
• Optimum bounds for the distributions of martingales in Banach spaces

Cited in

(4)

• Some inequalities on U-statistics
• Hoeffding decomposition in \(H^1\) spaces
• l^p decoupling for restricted k-broadness
• The Hoeffding decomposition in linear models. In 2 vols.

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