Sharp moment and exponential tail estimates for U-statistics

Published 31 Jan 2016 in math.ST and stat.TH | (1602.00175v1)

Abstract: We obtain in this paper a non-asymptotic non-improvable up to multiplicative constant moment and exponential tail estimates for distribution for U-statistics by means of martingale representation. We show also the exactness of obtained estimations in one way or another by providing appropriate examples.

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