Abstract
This paper provides moment and exponential inequalities for V-statistics with uniformly bounded kernels. The main results are based on moment inequalities for sub-Bernoulli functions of independent random variables. These moment inequalities lead to extensions of the Bernstein inequality to V-statistics. U-statistics are also discussed.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 511-525 |
| Number of pages | 15 |
| Journal | Journal of Theoretical Probability |
| Volume | 14 |
| Issue number | 2 |
| DOIs | |
| State | Published - 2001 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Mathematics(all)
- Statistics, Probability and Uncertainty
Keywords
- Exponential inequality
- Moment inequality
- Sub-Bernoulli function
- Tail probability
- U-statistic
- V-statistic