Moment inequalities for U-statistics
成果类型：
Article
署名作者：
Adamczak, Radoslaw
署名单位：
Polish Academy of Sciences; Institute of Mathematics of the Polish Academy of Sciences
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/009117906000000476
发表日期：
2006
页码：
2288-2314
关键词：
摘要：
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.