Exponential Inequalities for U-Statistics of Order Two with Constants

@inproceedings{Houdr2002ExponentialIF,
  title={Exponential Inequalities for U-Statistics of Order Two with Constants},
  author={Christian Houdr{\'e} and Patricia Reynaud-Bouret},
  year={2002}
}
We wish in these notes to further advance our knowledge of exponential inequalities for U–statistics of order two. These types of inequalities are already present in Hoeffding seminal papers [6], [7] and have seen further development since then. For example, exponential bounds were obtained by Hanson andWright [5] (and the references therein), Bretagnolle [1], and most recently by Gine, Latala, and Zinn [4]. As indicated in [4], the exponential bound there is optimal since it involves a mixture… CONTINUE READING

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