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arxiv: 1602.00175 · v1 · pith:3XC6IHJHnew · submitted 2016-01-31 · 🧮 math.ST · stat.TH

Sharp moment and exponential tail estimates for U-statistics

classification 🧮 math.ST stat.TH
keywords estimatesexponentialmomenttailu-statisticsanotherappropriateconstant
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We obtain in this paper a non-asymptotic non-improvable up to multiplicative constant moment and exponential tail estimates for distribution for U-statistics by means of martingale representation. We show also the exactness of obtained estimations in one way or another by providing appropriate examples.

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