Maximal Inequalities for Separately Exchangeable Empirical Processes

Harold D. Chiang

Papers from arXiv.org

Abstract: This paper derives new maximal inequalities for empirical processes associated with separately exchangeable random arrays. For fixed index dimension $K\ge 1$, we establish a global maximal inequality bounding the $q$-th moment ($q\in[1,\infty)$) of the supremum of these processes. We also obtain a refined local maximal inequality controlling the first absolute moment of the supremum. Both results are proved for a general pointwise measurable function class. Our approach uses a new technique partitioning the index set into transversal groups, decoupling dependencies and enabling more sophisticated higher moment bounds.

Date: 2025-02, Revised 2025-03
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/2502.11432 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2502.11432

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().