A note on exponential inequalities for the distribution tails of canonical von Mises' statistics of dependent observations

被引：4

作者：

Borisov, I. S. ^{[1
]}

Volodko, N. V. ^{[1
]}

机构：

[1] Novosibirsk State Univ, Sobolev Inst Math, Novosibirsk 630090, Russia

来源：

STATISTICS & PROBABILITY LETTERS | 2015年 / 96卷

基金：

俄罗斯基础研究基金会;

关键词：

Canonical U- and V-statistics; Hoffding's inequality; MOMENT INEQUALITIES;

D O I：

10.1016/j.spl.2014.10.008

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Hoffding-type exponential inequalities are obtained for the distribution tails of canonical von Mises' statistics of arbitrary order based on samples from a stationary sequence of random variables satisfying the phi-mixing condition. (C) 2014 Elsevier B.V. All rights reserved.

引用

页码：287 / 291

页数：5

共 4 条

[1] LIMIT THEOREMS FOR CANONICAL VON MISES AND U-STATISTICS OF m-DEPENDENT OBSERVATIONS
Volodko, N. V.
THEORY OF PROBABILITY AND ITS APPLICATIONS, 2011, 55 (02) : 271 - 290
[2] Exponential inequalities for the distributions of canonical U- and V-Statistics of dependent observations
Borisov I.S.
Volodko N.V.
Siberian Advances in Mathematics, 2009, 19 (1) : 1 - 12
[3] Exponential inequalities for the distributions of V-processes based on dependent observations
Borisov I.S.
Zhechev V.A.
Siberian Advances in Mathematics, 2019, 29 (4) : 263 - 273
[4] Exponential inequalities for dependent V-statistics via random Fourier features
Shen, Yandi
Han, Fang
Witten, Daniela
ELECTRONIC JOURNAL OF PROBABILITY, 2020, 25

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