Moment inequalities for U-statistics

• Radosław Adamczak ^[1]
  1. [1] Polish Academy of Sciences

     Polish Academy of Sciences

     Warszawa, Polonia

     
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 34, Nº. 6, 2006, págs. 2288-2314
• Idioma: inglés
• DOI: 10.1214/009117906000000476
• Texto completo no disponible (Saber más ...)
• Resumen

  • 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.