Hoeffding and Bernstein inequalities for U-statistics without replacement

Jianhang Ai, Ondřej Kuželka and Yuyi Wang

Statistics & Probability Letters, 2022, vol. 187, issue C

Abstract: Concentration inequalities quantify random fluctuations of functions of random variables, typically by bounding the probability that such a function differs from its expected value by more than a certain amount. In this paper, we extend Hoeffding’s inequality and Bernstein’s inequality for U-statistics to the setting of sampling without replacement from a finite population.

Keywords: Concentration inequalities; U-statistics; Sample without replacement; Hoeffding inequality; Bernstein inequality (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1016/j.spl.2022.109528

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