Dedictated to Jerry Lieberman on his 70 th birthday . An exponential inequality for U - statistics with applications to testing ∗
نویسنده
چکیده
We present a new exponential inequality for degenerate U-statistics. The bound of the log of the hazard is quadratic for small to medium values of the deviation and linear for larger value. We apply this bound to a family of test statistics and provide the key step in a optimality result for adaptive tests (Bickel and Ritov, 1992). ∗Research partially supported by NSA Grant MDA 904-94-H2020 and the US/Israel Bi-National Science Foundation Grant 90-00031/2
منابع مشابه
On the generalization of Trapezoid Inequality for functions of two variables with bounded variation and applications
In this paper, a generalization of trapezoid inequality for functions of two independent variables with bounded variation and some applications are given.
متن کاملThe Structure of Bhattacharyya Matrix in Natural Exponential Family and Its Role in Approximating the Variance of a Statistics
In most situations the best estimator of a function of the parameter exists, but sometimes it has a complex form and we cannot compute its variance explicitly. Therefore, a lower bound for the variance of an estimator is one of the fundamentals in the estimation theory, because it gives us an idea about the accuracy of an estimator. It is well-known in statistical inference that the Cram&eac...
متن کاملOn generalized Hermite-Hadamard inequality for generalized convex function
In this paper, a new inequality for generalized convex functions which is related to the left side of generalized Hermite-Hadamard type inequality is obtained. Some applications for some generalized special means are also given.
متن کاملA very French connection, a brief discourse in commemoration of life and services of the late Louis Pierre Joseph Delpy on his 120th birthday anniversary
Razi Vaccine and Serum Research Institute (RVSRI) turned 95 years old in 2015. Majority of the animal infectious diseases such as rinderpest and anthrax that used to frequently strike the historic Persia are now gone for good or under control owing to the pioneering researches conducted at the institute in the early-mid 20th century in the field of vaccine manufacturing. The earliest...
متن کاملWolfhart Zimmermann on the occasion of his 70 th birthday
Applications of the principle of reduction of couplings to the standard model and supersym-metric grand unified theories are reviewed. Phenomenological applications of renormalization group invariant sum rules for soft supersymmetry-breaking parameters are also reviewed.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2001