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math.ST2016★ 1 cited
An Exponential Inequality for U-Statistics under Mixing Conditions
Fang Han
The family of U-statistics plays a fundamental role in statistics. This paper proves a novel exponential inequality for U-statistics under the time series setting. Explicit mixing…
math.ST2016
On Gaussian Comparison Inequality and Its Application to Spectral Analysis of Large Random Matrices
Fang Han, Sheng Xu, Wen-Xin Zhou
Recently, Chernozhukov, Chetverikov, and Kato [Ann. Statist. 42 (2014) 1564--1597] developed a new Gaussian comparison inequality for approximating the suprema of empirical process…