Probability inequalities with exponential bounds for U-statistics

Tasos C. Christofides

Statistics & Probability Letters, 1991, vol. 12, issue 3, 257-261

Abstract: I present some probability inequalities with exponential bounds for U-statistics. In particular, I develop a probability inequality for U-statistics based on kernels which are Bernoulli random variables. In the special case of the simple average of i.i.d. Bernoulli random variables, the result provides a bound which is sharper than the results of Kambo and Kotz (1966) and Young, Turner and Seaman (1988).

Keywords: U-statistics; exponential; inequalities; Bernoulli; kernels (search for similar items in EconPapers)
Date: 1991
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Citations: View citations in EconPapers (3)

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