A new large deviation inequality for U -statistics of order 2

Jean Bretagnolle

ESAIM: Probability and Statistics (1999)

  • Volume: 3, page 151-162
  • ISSN: 1292-8100

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Bretagnolle, Jean. "A new large deviation inequality for $U$-statistics of order $2$." ESAIM: Probability and Statistics 3 (1999): 151-162. <http://eudml.org/doc/104254>.

@article{Bretagnolle1999,
author = {Bretagnolle, Jean},
journal = {ESAIM: Probability and Statistics},
keywords = {-statistics; exponential inequalities},
language = {eng},
pages = {151-162},
publisher = {EDP Sciences},
title = {A new large deviation inequality for $U$-statistics of order $2$},
url = {http://eudml.org/doc/104254},
volume = {3},
year = {1999},
}

TY - JOUR
AU - Bretagnolle, Jean
TI - A new large deviation inequality for $U$-statistics of order $2$
JO - ESAIM: Probability and Statistics
PY - 1999
PB - EDP Sciences
VL - 3
SP - 151
EP - 162
LA - eng
KW - -statistics; exponential inequalities
UR - http://eudml.org/doc/104254
ER -

References

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  1. [1] M.A. Arcones and E. Giné, Limit Theorems for U-processes. Ann. Probab. 21 ( 1993) 1494-1542. Zbl0789.60031MR1235426
  2. [2] V. De la Peña, Decoupling and Khintchine's inequalities for U-statistics. Ann. Probab. 20 ( 1992) 1887-1892. Zbl0761.60014
  3. [3] B. Laurent, Efficient estimation of integral functionals of a density. Ann. Statist. 24 ( 1996) 659-681. Zbl0859.62038MR1394981
  4. [4] B. Laurent and P. Massart, Adaptative estimation of a quadratic functional by model selection ( 1998) preprint. Zbl1105.62328MR1805785

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