Maximal Inequalities for Separately Exchangeable Empirical Processes
Fuente:
arXiv
Salvato in:
| Autore principale: | |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2025
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866913729770160128 |
|---|---|
| author | Chiang, Harold D. |
| author_facet | Chiang, Harold D. |
| contents | This paper derives new maximal inequalities for empirical processes associated with separately exchangeable random arrays. For fixed index dimension $K\ge 1$, we establish a global maximal inequality bounding the $q$-th moment ($q\in[1,\infty)$) of the supremum of these processes. We also obtain a refined local maximal inequality controlling the first absolute moment of the supremum. Both results are proved for a general pointwise measurable function class. Our approach uses a new technique partitioning the index set into transversal groups, decoupling dependencies and enabling more sophisticated higher moment bounds. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2502_11432 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Maximal Inequalities for Separately Exchangeable Empirical Processes Chiang, Harold D. Econometrics Statistics Theory This paper derives new maximal inequalities for empirical processes associated with separately exchangeable random arrays. For fixed index dimension $K\ge 1$, we establish a global maximal inequality bounding the $q$-th moment ($q\in[1,\infty)$) of the supremum of these processes. We also obtain a refined local maximal inequality controlling the first absolute moment of the supremum. Both results are proved for a general pointwise measurable function class. Our approach uses a new technique partitioning the index set into transversal groups, decoupling dependencies and enabling more sophisticated higher moment bounds. |
| title | Maximal Inequalities for Separately Exchangeable Empirical Processes |
| topic | Econometrics Statistics Theory |
| url | https://arxiv.org/abs/2502.11432 |