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Moment Inequalities for Symmetric Statistics

2000/05/01 by R. Ibragimov, Sh. Sharakhmetov
Mathematics · #math.PR #math.FA #msc:60E15 #msc:60F25 #msc:60G50

paper · pdf

published as "Modern Problems of Probability Theory and Mathematical Statistics; Proceedings of the 4th Fergana International Colloquium on Probability Theory and Mathematical Statistics held 27-29 September, 1995"; Tashkent, 2000, pp. 184-193 · PDF file, in Russian

arxiv created 2000/05/01 · arxiv updated 2009/11/30

Abstract

In this paper, we prove analogues of Khintchine and Rosenthal's moment inequalities for symmetric statistics (U-statistics) of arbitrary order. An example that shows significance of each term in the analogues of Rosenthal's bounds for symmetric statistics is constructed as well.

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