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scientific article; zbMATH DE number 17207
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scientific article; zbMATH DE number 17207 |
Statements
26 June 1992
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oscillation of functions of random variables about their mean
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Kolmogorov-Smirnov statistic
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total variation distance
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empirical measures
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Vapnik-Chervonenkis distance
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Hoeffding exponential inequality
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Azuma-Hoeffding inequality
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McDiarmid inequality
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Kolmogorov-Smirnov distances
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density estimation
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bounds
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Efron-Stein inequality
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0.7820237874984741
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0.7809062004089355
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0.7767031788825989
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0.7764878869056702
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[For the entire collection see Zbl 0722.00032.] The author surveys some extensions of the classical Hoeffding exponential inequality like the Azuma-Hoeffding inequality and the McDiarmid inequality. He applies these inequalities to Kolmogorov-Smirnov distances and to \(L^ p\) distances in nonparametric density estimation. In this way, bounds for the probabilities of deviations of these distances from their expected values can be obtained. Also bounds on the variances of these distances are given, using variations of the Efron-Stein inequality.
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