Symmetrization and decoupling of combinatorial random elements

DOI10.1016/S0167-7152(98)00083-2MaRDI QIDQ1273017zbMATH OpenFDO

Authors Lutz Dümbgen

Publication date 15 September 1999

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-7152(98)00083-2

zbMATH Keywords

exponential inequalitylinear rank statisticpermutation bridgerandom permutationsymmetrization and decoupling inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Review text

Symmetrization and decoupling are proved to be powerful tools in obtaining moment and tail inequalities for certain stochastic processes. The present note deals with independent stochastic processes on some index set \(I\) (or just real random variables) and provides, for a broad class of convex functions on \(\mathbb{R}^I\), some symmetrization and decoupling inequalities. The stochastic processes considered here appear in various stochastic applications involving randomization.

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Cites work

• A Combinatorial Central Limit Theorem
• Asymptotic methods in statistical decision theory
• Combinatorial stochastic processes
• Decoupling and Khintchine's inequalities for \(U\)-statistics
• scientific article; zbMATH DE number 51427 (Why is no real title available?)
• Limit theorems for \(U\)-processes
• Probability Inequalities for Sums of Bounded Random Variables
• Weak convergence and empirical processes. With applications to statistics

Cited in

(4)

• Random arrays and functionals with multivariate rotational symmetries
• Minimax optimality of permutation tests
• Limit theorems for permutations of empirical processes with applications to change point analysis
• Application of local rank tests to nonparametric regression

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