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Exponential inequality for chaos based on sampling without replacement

P. Hodara and P. Reynaud-Bouret

Statistics & Probability Letters, 2019, vol. 146, issue C, 65-69

Abstract: We are interested in the behavior of particular functionals, in a framework where the only source of randomness is a sampling without replacement. More precisely the aim of this short note is to prove an exponential concentration inequality for special U-statistics of order 2, that can be seen as chaos.

Keywords: Concentration inequality; Chaos; U-statistics (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2018.11.003

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