A Kolmogorov inequality for weighted U-statistics

In this paper a Kolmogorov probability inequality for weighted U-statistics based on Bernoulli kernels is presented. This inequality which extends the results of [Turner, D.W., Young, D.M., Seaman, J.W., 1995. A Kolmogorov inequality for the sum of independent Bernoulli random variables with unequal means. Statist. Probab. Lett. 23, 243-245] is a Hoeffding type exponential inequality without any assumptions or restrictions.

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Year of publication:	2008
Authors:	Mavrikiou, Petroula M.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 18, p. 3294-3297
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319703