Probability inequalities with exponential bounds for U-statistics

I present some probability inequalities with exponential bounds for U-statistics. In particular, I develop a probability inequality for U-statistics based on kernels which are Bernoulli random variables. In the special case of the simple average of i.i.d. Bernoulli random variables, the result provides a bound which is sharper than the results of Kambo and Kotz (1966) and Young, Turner and Seaman (1988).

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Year of publication:	1991
Authors:	Christofides, Tasos C.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 12.1991, 3, p. 257-261
Publisher:	Elsevier
Subject:	U-statistics exponential inequalities Bernoulli kernels

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

Persistent link: https://www.econbiz.de/10005137807