Moment inequalities for U-statistics

DOI10.1214/009117906000000476zbMATH Open1123.60009arXivmath/0506026OpenAlexW2061957803MaRDI QIDQ874735FDOQ874735

Radosław Adamczak

Publication date: 10 April 2007

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

Abstract: We present moment inequalities for completely degenerate Banach space valued (generalized) U-statistics of arbitrary order. The estimates involve suprema of empirical processes which, in the real-valued case, can be replaced by simpler norms of the kernel matrix (i.e., norms of some multilinear operators associated with the kernel matrix). As a corollary, we derive tail inequalities for U-statistics with bounded kernels and for some multiple stochastic integrals.

Full work available at URL: https://arxiv.org/abs/math/0506026

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zbMATH Keywords

U-statisticsconcentration of measure

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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Cited In (28)

• A note on exponential inequalities for the distribution tails of canonical von Mises' statistics of dependent observations
• The LIL for canonical \(U\)-statistics
• Rejoinder: On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning
• Higher order concentration of measure
• Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications
• Concentration inequalities, counting processes and adaptive statistics
• A Bernstein-type inequality for functions of bounded interaction
• Moment Inequalities for Linear and Nonlinear Statistics
• On a multivariate version of Bernstein's inequality
• Title not available (Why is that?)
• Optimal Kernel Selection for Density Estimation
• Higher order concentration for functions of weakly dependent random variables
• Ranking and empirical minimization of \(U\)-statistics
• Concentration inequalities for bounded functionals via log-Sobolev-type inequalities
• Concentration inequalities for polynomials in \(\alpha\)-sub-exponential random variables
• Title not available (Why is that?)
• Entropy and Concentration
• Moment inequalities for matrix-valued U-statistics of order 2
• Estimates of moments and tails of Gaussian chaoses
• Modified log-Sobolev inequalities, Beckner inequalities and moment estimates
• The mathematical work of Evarist Giné
• The LIL for \(U\)-statistics in Hilbert spaces
• An estimate on the supremum of a nice class of stochastic integrals and U-statistics
• Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails
• On sharp Burkholder-Rosenthal-type inequalities for infinite-degree \(U\)-statistics
• Logarithmic Sobolev inequalities for finite spin systems and applications
• Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators
• Exponential inequalities for dependent V-statistics via random Fourier features

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