Exponential bounds for multivariate self-normalized sums

DOI10.1214/ECP.V13-1430MaRDI QIDQ1038925zbMATH OpenFDO

Authors Patrice Bertail, Emmanuelle Gautherat, Hugo Harari-Kermadec

Publication date 20 November 2009

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/231357, http://www.emis.de/journals/EJP-ECP/_ejpecp/ECP/viewarticle9388.html

zbMATH Keywords

self-normalizationexponential inequalitiesHoeffding inequality

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric inference (62G99)

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• Exponential bounds for regularized Hotelling's T2 statistic in high dimension
• Empirical \(\varphi^\ast\)-divergence minimizers for Hadamard differentiable functionals
• Theory and applications of multivariate self-normalized processes
• Exponential bounds for normal approximation of the number of descents and inversions

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