An estimate on the supremum of a nice class of stochastic integrals and U-statistics

DOI10.1007/S00440-005-0440-9zbMATH Open1128.62063arXivmath/0310324OpenAlexW2040933569MaRDI QIDQ877452FDOQ877452

P. Major

Publication date: 23 April 2007

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: Let a sequence of iid. random variables $x{i}_1,\mathrm{...},x{i}_n$ be given on a space $(X,calX)$ with distribution $mu$ together with a nice class $calF$ of functions $f(x_1,\mathrm{...},x_k)$ of $k$ variables on the product space $(X^k,{calX}^k)$. For all $fincalF$ we consider the random integral $J_{n,k}(f)$ of the function $f$ with respect to the $k$-fold product of the normalized signed measure $sqrtn(m{u}_n-mu)$, where $m{u}_n$ denotes the empirical measure defined by the random variables $x{i}_1,\mathrm{...},x{i}_n$ and investigate the probabilities $P(su{p}_{fincalF}|J_{n,k}(f)|>x)$ for all $x>0$. We show that for nice classes of functions, for instance if $calF$ is a Vapnik-Cervonenkis class, an almost as good bound can be given for these probabilities as in the case when only the random integral of one function is considered.

Full work available at URL: https://arxiv.org/abs/math/0310324

zbMATH Keywords

degenerate U-statisticssupremum bounds

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Stochastic integrals (60H05)

Cites Work

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• Convergence of stochastic processes
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• Strong embedding of the estimator of the distribution function under random censorship
• \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters
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Cited In (15)

• Nonparametric Estimation of the Multivariate Distribution Function in a Censored Regression Model with Applications
• Conditional independence testing via weighted partial copulas
• Central limit theorem for multiple integrals with respect to the empirical process
• Concentration inequalities for two-sample rank processes with application to bipartite ranking
• Title not available (Why is that?)
• On kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior
• Title not available (Why is that?)
• Empirical limit theorems for Wiener chaos
• Title not available (Why is that?)
• Ranking and empirical minimization of \(U\)-statistics
• Partial identification and inference in censored quantile regression
• Breaking the curse of dimensionality in nonparametric testing
• Risk bounds when learning infinitely many response functions by ordinary linear regression
• Laws of the iterated logarithm for the local U-statistic process
• Uniform asymptotics for kernel density estimators with variable bandwidths

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