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Exponential and moment inequalities for U-statistics

Evarist Giné, Rafał Latała, Joel Zinn

math.PRarXiv:math/0003228

Abstract

A Bernstein-type exponential inequality for (generalized) canonical U-statistics of order 2 is obtained and the Rosenthal and Hoffmann-Jørgensen inequalities for sums of independent random variables are extended to (generalized) U-statistics of any order whose kernels are either nonnegative or canonical

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