On Hoeffding decomposition in \(L_{p}\) (Q1928875)
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scientific article; zbMATH DE number 6122091
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Hoeffding decomposition in \(L_{p}\) |
scientific article; zbMATH DE number 6122091 |
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On Hoeffding decomposition in \(L_{p}\) (English)
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4 January 2013
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The Hoeffding decomposition for a \(U\)-statistic of order \(d\) expresses the statistic as a sum of canonical statistics of orders \(k \leq d\). The classical result assumes the statistic is based on random variables with finite variance. \textit{J. Bourgain} [Semin. Anal. Fonct. 1979--1980, Expose No.4 (1980; Zbl 0454.46020)] extended the decomposition to the case with finite \(p\)th moments, \(p > 1\). The author provides a new approach to the proof of this result, improved \(L_p\) bounds, as well as new Rosenthal-type moment inequalities for canonical \(U\)-statistics.
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Hoeffding decomposition
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canonical \(U\)-statistics
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Rosenthal inequalities
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