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Mathematics > Probability

Title: Deviation and moment inequalities for Banach-valued $U$-statistics

Authors: Davide Giraudo (IRMA, UNISTRA UFR MI)
Abstract: We show a deviation inequality for U-statistics of independent data taking values in a separable Banach space which satisfies some smoothness assumptions. We then provide applications to rates in the law of large numbers for U-statistics, a H{\"o}lderian functional central limit theorem and a moment inequality for incomplete $U$-statistics.
Subjects: Probability (math.PR); Statistics Theory (math.ST)
Cite as: arXiv:2405.01902 [math.PR]
  (or arXiv:2405.01902v1 [math.PR] for this version)

Submission history

From: Davide Giraudo [view email]
[v1] Fri, 3 May 2024 07:49:26 GMT (30kb)

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