𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Random Quadratic Forms and the Bootstrap for U-Statistics

✍ Scribed by H. Dehling; T. Mikosch

Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
676 KB
Volume
51
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.

✦ Synopsis

AND
Thomas Miкosch

Department of Mathematics, ETH Zentrum, CH-8092 Zürich, Switzerland

📜 SIMILAR VOLUMES

Random vectors satisfying Khinchine–Kaha
Random vectors satisfying Khinchine–Kahane type inequalities for linear and quadratic forms
✍ Jesús Bastero; Miguel Romance 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 142 KB

## Abstract We study the behaviour of moments of order __p__ (1 < __p__ < ∞) of affine and quadratic forms with respect to non log‐concave measures and we obtain an extension of Khinchine–Kahane inequality for new families of random vectors by using Pisier's inequalities for martingales. As a conse

Khinchin and Marcinkiewicz-Zygmund-type
Khinchin and Marcinkiewicz-Zygmund-type inequalities for quadratic forms of independent random variables
✍ Alexander Krantsberg 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 115 KB

Let { k } n k=1 be uniformly bounded independent random variables with E k = 0. It is proved that there exist absolute constants C and ¿ 0 such that for any quadratic form = n i; k=1 a ik i k , where {a ik } n i; k=1 is a number sequence with a kk = 0, and ¿ 0,

The law of the large numbers for U-stati
The law of the large numbers for U-statistics for 2m-wise independent random variables
✍ Miguel A. Arcones 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 240 KB

The strong law of the large numbers for U-statistics has been proved for a sequence of independent random variables using martingale techniques. We see that the condition of independence can be relaxed to 2m-wise independence. In this case martingale techniques cannot be applied. We also consider Ma