In the paper, exponential inequalities are obtained for the distribution tail of the sup-norm of a V-process with canonical kernel based on independent or weakly dependent observations.
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The work of the first author was partially supported by the Russian Foundation for Basic Research (Project № 18-01-00074-a) and the Programme of Fundamental Scientific Research of SB RAS (Project № 0314-2016-0008).
Russian Text © The Author(s), 2018, published in Matematicheskie Trudy, 2018, Vol. 21, No. 2, pp. 102–116.
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Borisov, I.S., Zhechev, V.A. Exponential inequalities for the distributions of V-processes based on dependent observations. Sib. Adv. Math. 29, 263–273 (2019). https://doi.org/10.3103/S1055134419040023
- exponential inequality
- canonical U - and V -statistics
- V -process
- multiple orthogonal series
- dependent observations
- mixing conditions