A note on exponential inequalities for the distribution tails of canonical von Mises' statistics of dependent observations

Igor' Semenovich Borisov, Nadezhda Vladimirovna Volod'ko · arXiv (Cornell University) · 2009

Hoeffding-type exponential inequalities are obtained for the distribution tails of canonical von Mises' statistics of arbitrary order based on samples from a stationary sequence of random variables satisfying the φ-mixing condition. The present paper weakens the restrictions on the coefficient φ() which are contained in the paper "Exponential inequalities for the distributions of canonical U- and V-statistics of dependent observations" by Borisov and Volodko (2009). At the same time, we correct the corresponding proof in this paper.

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