Moment inequalities for matrix-valued U-statistics of order 2

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.

Corrected typos and added more detailed references

References in corpus (2)

• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
• Robust Modifications of U-statistics and Applications to Covariance Estimation Problems