Exponential and moment inequalities for U-statistics

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Exponential and moment inequalities for \(U\)-statistics





A Bernstein-type exponential inequality for generalized, canonical \(U\)-statistics of order 2 is obtained. Rosenthal and Hoffmann-Jørgensen inequalities for sums of independent random variables are extended to generalized \(U\)-statistics of any order whose kernels are either non-negative or canonical. The results improve the Hoffmann-Jørgensen type inequalities for \(U\)-statistics of \textit{E. Giné} and \textit{J. Zinn }[in: Probability in Banach spaces 8. Prog. Probab. 30, 80-91 (1992; Zbl 0787.60020)]. For the entire collection see [Zbl 0948.00040].




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