Moment inequalities for matrix-valued U-statistics of order 2

DOI10.1214/19-EJP392MaRDI QIDQ2279328zbMATH OpenOpenAlexFDO

Authors Stanislav Minsker, Xiaohan Wei

Publication date 12 December 2019

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1801.05921, https://projecteuclid.org/euclid.ejp/1573614085

zbMATH Keywords

\(U\)-statisticsconcentration inequalitiesKhintchine inequalitymoment inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Abstract: We present Rosenthal-type moment inequalities for matrix-valued U-statistics of order 2. As a corollary, we obtain new matrix concentration inequalities for U-statistics. One of our main technical tools, a version of the non-commutative Khintchine inequality for the spectral norm of the Rademacher chaos, could be of independent interest.

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Cited in

(3)

• A note on moment inequality for quadratic forms
• Deviation and moment inequalities for Banach-valued U-statistics
• Moment inequalities for U-statistics

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