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Some Moment and Exponential Inequalities for V-Statistics with Bounded Kernels |
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| Authors: | Cun-Hui Zhang |
| Institution: | (1) Department of Statistics, Hill Center for Mathematical Sciences, Rutgers University, Busch Campus, Piscataway, New Jersey, 08854 |
| Abstract: | This paper provides moment and exponential inequalities for V-statistics with uniformly bounded kernels. The main results are based on moment inequalities for sub-Bernoulli functions of independent random variables. These moment inequalities lead to extensions of the Bernstein inequality to V-statistics. U-statistics are also discussed. |
| Keywords: | sub-Bernoulli function moment inequality exponential inequality tail probability U-statistic V-statistic |
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