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On sharp Burkholder-Rosenthal-type inequalities for infinite-degree \(U\)-statistics

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Publication:1863431
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DOI10.1016/S0246-0203(02)01127-5zbMath1016.60019OpenAlexW1506003086MaRDI QIDQ1863431

Victor H. de la Peña, Shaturgun Sharakhmetov, Rustam Ibragimov

Publication date: 11 March 2003

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2002__38_6_973_0


zbMATH Keywords

decoupling inequalitiesBurkholder-Rosenthal inequalitiesinfinite degree U-statistics


Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) (L^p)-limit theorems (60F25)


Related Items (3)

Bounds for path-dependent options ⋮ Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks ⋮ The best constant in the Topchii-Vatutin inequality for martingales.




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