Sharp moment and exponential tail estimates for U-statistics
Abstract
We obtain in this paper a non-asymptotic non-improvable up to multiplicative constant moment and exponential tail estimates for distribution for U-statistics by means of martingale representation. We show also the exactness of obtained estimations in one way or another by providing appropriate examples.
- Publication:
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arXiv e-prints
- Pub Date:
- January 2016
- DOI:
- 10.48550/arXiv.1602.00175
- arXiv:
- arXiv:1602.00175
- Bibcode:
- 2016arXiv160200175O
- Keywords:
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- Mathematics - Statistics Theory