Exponential inequalities, with constants, for U-statistics of order two
From MaRDI portal
(Redirected from Exponential inequalities, with constants, for U-statistics of order two)
Sharp exponential inequalities with explicit constants are developed for degenerate U-statistics of degree two. The proof utilises Talagrand's inequality for empirical processes and martingale inequalities. The methodology is also applied to obtain exponential inequalities for double integrals with respect to Poisson processes. For the entire collection see [Zbl 1024.00031].
Recommendations
- Exponential and moment inequalities for U-statistics
- Some moment and exponential inequalities for V-statistics with bounded kernels
- An exponential inequality for U-statistics of i.i.d. data
- A new large deviation inequality for U-statistics of order 2
- On sharp Burkholder-Rosenthal-type inequalities for infinite-degree U-statistics
Cited in
(53)- A simple adaptive estimator of the integrated square of a density
- An alternative approach to confidence interval estimation for the win ratio statistic
- A Bernstein-type inequality for functions of bounded interaction
- An exponential inequality for U-statistics under mixing conditions
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
- On sharp Burkholder-Rosenthal-type inequalities for infinite-degree U-statistics
- Self-concordant analysis for logistic regression
- Concentration inequalities for polynomials in \(\alpha\)-sub-exponential random variables
- On a Nadaraya-Watson estimator with two bandwidths
- Modified log-Sobolev inequalities, Beckner inequalities and moment estimates
- Minimax estimation of norms of a probability density. II: Rate-optimal estimation procedures
- Estimating linear and quadratic forms via indirect observations
- Exponential inequalities for the supremum of some counting processes and their square martingales
- Kernel selection in nonparametric regression
- Projection estimators of the stationary density of a differential equation driven by the fractional Brownian motion
- Adaptive optimal kernel density estimation for directional data
- Moment inequalities for matrix-valued U-statistics of order 2
- Bandwidth selection for the Wolverton-Wagner estimator
- Ranking and empirical minimization of \(U\)-statistics
- Calibration of self-decomposable Lévy models
- Adaptive goodness-of-fit tests in a density model
- Should we estimate a product of density functions by a product of estimators?
- Concentration inequality for U-statistics of order two for uniformly ergodic Markov chains
- An exponential inequality for U-statistics with applications to testing
- Optimal Kernel Selection for Density Estimation
- Concentration inequalities, counting processes and adaptive statistics
- Sharp deviation bounds for quadratic forms
- Adaptive confidence sets in L^2
- Optimal model selection in density estimation
- Exponential and moment inequalities for U-statistics
- Adaptive estimation of a quadratic functional of a density by model selection
- Adaptive estimation of nonparametric functionals
- An exponential inequality for U-statistics of i.i.d. data
- A model of Poissonian interactions and detection of dependence
- Nonasymptotic one- and two-sample tests in high dimension with unknown covariance structure
- Adaptive estimation of intensity in a doubly stochastic Poisson process
- Interactive versus noninteractive locally differentially private estimation: two elbows for the quadratic functional
- Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process
- Simple adaptive estimation of quadratic functionals in nonparametric IV models
- Adaptive tests of homogeneity for a Poisson process
- Exponential family graphical models: correlated replicates and unmeasured confounders, with applications to fMRI data
- Adaptive estimation of the \(\mathbb{L}_2\)-norm of a probability density and related topics. II: Upper bounds via the oracle approach
- Weighted win loss approach for analyzing prioritized outcomes
- An exponential inequality for Hilbert-valued U-statistics of i.i.d. data
- Deviation and moment inequalities for Banach-valued U-statistics
- Adaptive density estimation: A curse of support?
- Moderate deviation principle for the chi-square statistics
- Exponential inequalities and laws of the iterated logarithm for multiple Poisson-Wiener integrals and Poisson U-statistics
- Concentration inequalities for Poisson U-statistics
- A kernel multiple change-point algorithm via model selection
- Adaptive goodness-of-fit testing from indirect observations
- Moment inequalities for U-statistics
- The LIL for \(U\)-statistics in Hilbert spaces
This page was built for publication: Exponential inequalities, with constants, for U-statistics of order two
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4445171)
