MAXIMAL INEQUALITIES FOR U-PROCESSES OF STRONGLY MIXING
Abstract: Maximal inequalities for U-processes are required in order to achieve a reduction to the
first nonvanishing term in their Hoeffding’s decomposition, which is the relevant quantity for
statistical inference. This paper proves new maximal inequalities under strong mixing for
U-processes in some function spaces. As an application we derive a uniform central limit
2000 AMS Mathematics Subject Classification: Primary: 62E20; Secondary:
Keywords and phrases: Besov space, Hoeffding decomposition, stochastic
equicontinuity, strong mixing, U-process.