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arXiv:0907.0058 [math.PR]AbstractReferencesReviewsResources

A note on exponential inequalities for the distribution tails of canonical von Mises' statistics of dependent observations

I. S. Borisov, N. Volodko

Published 2009-07-01, updated 2015-02-27Version 3

Hoeffding-type exponential inequalities are obtained for the distribution tails of canonical von Mises' statistics of arbitrary order based on samples from a stationary sequence of random variables satisfying the {\varphi}-mixing condition. The present paper weakens the restrictions on the coefficient {\varphi}() which are contained in the paper "Exponential inequalities for the distributions of canonical U- and V-statistics of dependent observations" by Borisov and Volodko (2009). At the same time, we correct the corresponding proof in this paper.

Journal: Statistics and Probability Letters 96 (2015) 287--291
Categories: math.PR
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