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Moment inequalities for matrix-valued U-statistics of order 2 (1801.05921v4)

Published 18 Jan 2018 in math.PR

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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