Some results for $U$-statistics and strong demimartingales

In this paper, we obtain a result that a $U$-statistic $U_n$ based on associated random variables and a kernel $k(x_1,\ldots,x_m)$ which is a bounded variance function can be written as the difference of two strong demimartingales. Moreover, we establish Chow type minimal inequalities for strong dem...

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Bibliographic Details
Published in:Taehan Suhakhoe hoebo 2024, 61(5), , pp.1211-1221
Main Authors: Decheng Feng, Xiaomei Zhang
Format: Article
Language:English
Subjects:
수학
Online Access:Get full text
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Summary:In this paper, we obtain a result that a $U$-statistic $U_n$ based on associated random variables and a kernel $k(x_1,\ldots,x_m)$ which is a bounded variance function can be written as the difference of two strong demimartingales. Moreover, we establish Chow type minimal inequalities for strong demimartingales and obtain Marshall type minimal inequalities as well as a Value-at-Risk bound for ($\mathop{\min}_{1\leq k \leq n}S_k$). KCI Citation Count: 0
ISSN:1015-8634
2234-3016
DOI:10.4134/BKMS.b230377