Around Nemirovski’s inequality

DOI10.1214/12-IMSCOLL918MaRDI QIDQ5499692zbMATH OpenFDO

Authors Pascal Massart, Raphaël Rossignol

Publication date 30 July 2015

Published in Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/12-IMSCOLL918

zbMATH Keywords

Efron-Stein inequalityfinite dimension Banach spaceNemirovski inequality

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Inequalities; stochastic orderings (60E15)

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(6)

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• On least squares estimation under heteroscedastic and heavy-tailed errors
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