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.
Citation
Stanislav Minsker. Xiaohan Wei. "Moment inequalities for matrix-valued U-statistics of order 2." Electron. J. Probab. 24 1 - 32, 2019. https://doi.org/10.1214/19-EJP392
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