The Bernstein-Orlicz norm and deviation inequalities (Q377523)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Bernstein-Orlicz norm and deviation inequalities |
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The Bernstein-Orlicz norm and deviation inequalities (English)
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6 November 2013
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This paper introduces a new Orlicz norm (called the Bernstein-Orlicz norm) which is used to study deviation inequalities for suprema of collections of random variables. The main application is to the supremum of an empirical process satisfying a Bernstein condition. The proofs make use of chaining and generic chaining along a tree, which are based on the well-known concepts of chaining and generic chaining.
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Bernstein's inequality
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chaining along a tree
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deviation inequality
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empirical process
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Orlicz norm
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