Skip to main content
Log in

Exponential inequalities for the distributions of canonical U- and V-statistics of dependent observations

  • Published:
Siberian Advances in Mathematics Aims and scope Submit manuscript

Abstract

Exponential inequalities are obtained for the distribution tails of canonical (degenerate) U- and V-statistics of an arbitrary order based on samples from a stationary sequence of observations satisfying ϕ-mixing.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. R. Adamczak, “Moment inequalities for U-statistics,” Ann. Probab. 34(6), 2288–2314 (2006).

    Article  MATH  MathSciNet  Google Scholar 

  2. M. A. Arcones and E. Giné, “Limit theorems for U-processes,” Ann. Probab. 21(3), 1494–1542 (1993).

    Article  MATH  MathSciNet  Google Scholar 

  3. I. S. Borisov, “Approximation of distributions of von Mises statistics with multidimensional kernels,” Sibirsk. Mat. Zh. 32(4), 20–35 (1991) [Siberian Math. J. 32 (4), 554–566 (1991)].

    MATH  MathSciNet  Google Scholar 

  4. I. S. Borisov and A. A. Bystrov, “Limit theorems for the canonical von Mises statistics with dependent data,” Sibirsk. Mat. Zh. 47(6), 1205–1217 (2006) [Siberian Math. J. 47 (6), 980–989 (2006)].

    MATH  MathSciNet  Google Scholar 

  5. I. S. Borisov and N. V. Volodko, “Orthogonal series and limit theorems for canonical U- and V-statistics of stationary connected observations,” Mat. Trudy 11(1), 25–48 (2008) [Sib. Adv. Math. 18 (4), 244–259 (2008)].

    MathSciNet  Google Scholar 

  6. J. Dedecker and C. Prieur, “New dependence coefficients. Examples and applications to statistics,” Probab. Theory Related Fields 132(2), 203–236 (2005).

    Article  MATH  MathSciNet  Google Scholar 

  7. E. Giné, R. Latała, and J. Zinn, “Exponential and moment inequalities for U-statistics,” in Proceedings of High Dimensional Probability II (Seattle, WA, 1999); Progr. Probab. 47, 13–38 (2000) (Boston: Birkhäuser).

    Google Scholar 

  8. W. Höffding, “Probability inequalities for sums of bounded random variables,” J. Amer. Statist. Assoc. 58, 13–30 (1963).

    Article  MATH  MathSciNet  Google Scholar 

  9. V. S. Korolyuk and Yu. V. Borovskikh, Theory of U-Statistics (Naukova Dumka, Kiev, 1989) [Kluwer Academic Publ., Dordrecht, 1994].

    MATH  Google Scholar 

  10. V. V. Petrov, Sums of Independent RandomVariables (Nauka, Moscow, 1972) [Springer-Verlag, NewYork, 1975].

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to I. S. Borisov.

Additional information

Original Russian Text © I. S. Borisov and N. V. Volodko, 2008, published in Matematicheskie Trudy, 2008, Vol. 11, No. 2, pp. 3–19.

About this article

Cite this article

Borisov, I.S., Volodko, N.V. Exponential inequalities for the distributions of canonical U- and V-statistics of dependent observations. Sib. Adv. Math. 19, 1–12 (2009). https://doi.org/10.3103/S1055134409010015

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.3103/S1055134409010015

Key words

Navigation