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

Höffding-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.

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Bibliographic Details
Published in:Statistics & probability letters 2015-01, Vol.96, p.287-291
Main Authors: Borisov, I.S., Volodko, N.V.
Format: Article
Language:English
Subjects:
Canonical [formula omitted]- and [formula omitted]-statistics
Höffding’s inequality
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Description
Summary:Höffding-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.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2014.10.008