Uniform bounds for norms of sums of independent random functions (Q653305): Difference between revisions

A general technique for finding explicit uniform probability and moment bounds on sub-additive positive functionals of random processes is developed. Using this technique, uniform bounds on the \(\mathbb L_s\)-norms of empirical and regression-type processes are derived. Usefulness of the obtained results is illustrated by application to the processes appearing in kernel density estimation and in nonparametric estimation of regression functions.