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arXiv · 0907.0058

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

I. S. Borisov·N. Volodko
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Abstract

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 φ-mixing condition. The present paper weakens the restrictions on the coefficient φ() 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.

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I. S. Borisov, N. Volodko. 2015-02-27. A note on exponential inequalities for the distribution tails of canonical von Mises' statistics of dependent observations. https://arxiv.org/abs/0907.0058

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