Uniform bounds for norms of sums of independent random functions (Q653305)
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| Language | Label | Description | Also known as |
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| English | Uniform bounds for norms of sums of independent random functions |
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Uniform bounds for norms of sums of independent random functions (English)
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9 January 2012
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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.
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empirical processes
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concentration inequalities
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kernel density estimation
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regression
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sub-additive functional
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\(\mathbb L_s\)-norm
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nonparametric estimation
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