In: Statistics & Probability Letters, 39 (1998), Nr. 4. pp. 355361. ISSN 01677152

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Abstract
Let Φ = (φij)1 ⩽ij⩽n be a random matrix whose components φij are independent stochastic processes on some index set T. Let S = ∑i=1nφiπ(i), where Π is a random permutation of {1,2, …, n}, independent from Φ. This random element is compared with its symmetrized version S0 := ∑i=1n ξiφiπ(i) and its decoupled version S := ∑i=1n φiπ(i), where ξ = (ξi)1 ⩽i⩽n is a Rademacher sequence and Π is uniformly distributed on {1,2,…,n}n such that Φ, Π, Π and ξ are independent. It is shown that for a broad class of convex functions Ψ on RT the following symmetrization and decoupling inequalities hold: EΨ(S−ES) ⩽ Ψ(kS0)EΨ(γ(S−ES)) where κ, γ > 0 are universal constants.
Item Type:  Article 

Journal or Publication Title:  Statistics & Probability Letters 
Volume:  39 
Number:  4 
Date Deposited:  09 Oct 2016 16:27 
Date:  1998 
ISSN:  01677152 
Page Range:  pp. 355361 
Faculties / Institutes:  The Faculty of Mathematics and Computer Science > Department of Applied Mathematics 
Subjects:  310 General statistics 
Uncontrolled Keywords:  Exponential Inequality, Linear Rank Statistic, Permutation Bridge, Random Permutation 
Schriftenreihe ID:  Beiträge zur Statistik > Reports 