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Sharp moment and exponential tail estimates for U-statistics
E. Ostrovsky, L. Sirota · 2016-01-31 · via math.ST updates on arXiv.org

We obtain in this paper a non-asymptotic non-improvable up to multiplicative constant moment and exponential tail estimates for distribution for U-statistics by means of martingale representation. We show also the exactness of obtained estimations in one way or another by providing appropriate examples.

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