A Kolmogorov inequality for weighted U-statistics

被引：1
|
作者：
Mavrikiou, Petroula M. [1 ]
机构：
[1] Frederick Univ Cyprus, Dept Business Adm, Sch Econ Sci & Adm, CY-1303 Nicosia, Cyprus
来源：
STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 18期
关键词：
D O I：
10.1016/j.spl.2008.06.013
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper a Kolmogorov probability inequality for weighted U-statistics based on Bernoulli kernels is presented. This inequality which extends the results of [Turner, D.W., Young, D.M., Seaman, J.W., 1995. A Kolmogorov inequality for the sum of independent Bernoulli random variables with unequal means. Statist. Probab. Lett. 23, 243-245] is a Hoeffding type exponential inequality without any assumptions or restrictions. (C) 2008 Elsevier B.V. All rights reserved.
引用
收藏
页码：3294 / 3297
页数：4
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