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2019 Moment inequalities for matrix-valued U-statistics of order 2
Stanislav Minsker, Xiaohan Wei
Electron. J. Probab. 24: 1-32 (2019). DOI: 10.1214/19-EJP392

Abstract

We present Rosenthal-type moment inequalities for matrix-valued U-statistics of order 2. As a corollary, we obtain new matrix concentration inequalities for U-statistics. One of our main technical tools, a version of the non-commutative Khintchine inequality for the spectral norm of the Rademacher chaos, could be of independent interest.

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Stanislav Minsker. Xiaohan Wei. "Moment inequalities for matrix-valued U-statistics of order 2." Electron. J. Probab. 24 1 - 32, 2019. https://doi.org/10.1214/19-EJP392

Information

Received: 1 August 2018; Accepted: 7 November 2019; Published: 2019
First available in Project Euclid: 13 November 2019

zbMATH: 07142927
MathSciNet: MR4040993
Digital Object Identifier: 10.1214/19-EJP392

Subjects:
Primary: 60E15

JOURNAL ARTICLE
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