A new large deviation inequality for U-statistics of order 2

ESAIM - Probability and Statistics

Volumn 3, Issue , 1999, Pages 151-162

  Bretagnolle, Jean ^a  

^a Lab d'Analyse Numérique   (France)

Author keywords

Large deviations; U statistics

Indexed keywords

EID: 84996132182     PISSN: 12928100     EISSN: 12623318     Source Type: Journal    
DOI: 10.1051/ps:1999107     Document Type: Article

References (4)

1. M.A. Arcones and E. Giné, Limit Theorems for U-processes. Ann. Probab. 21 (1993) 1494-1542.
2. V. De la Peña, Decoupling and Khintchine’s inequalities for U-statistics. Ann. Probab. 20 (1992) 1887-1892.
3. B. Laurent, Efficient estimation of integral functionals of a density. Ann. Statist. 24 (1996) 659-681.
4. B. Laurent and P. Massart, Adaptative estimation of a quadratic functional by model selection (1998) preprint.