Probability Inequalities for Sums of Bounded Random Variables
From MaRDI portal
Cited in
(only showing first 100 items - show all)- Operator norm consistent estimation of large-dimensional sparse covariance matrices
- Detecting change in a hazard regression model with right-censoring
- Cuckoo hashing: Further analysis
- Aggregation of expert opinions
- Margin-based first-order rule learning
- A \(k\)-norm pruning algorithm for decision tree classifiers based on error rate estimation
- A Hoeffding inequality for Markov chains using a generalized inverse
- Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates
- Distributed randomized algorithms for probabilistic performance analysis
- A quenched limit theorem for the local time of random walks on \(\mathbb Z^2\)
- Optimal construction of \(k\)-nearest-neighbor graphs for identifying noisy clusters
- Exploration-exploitation tradeoff using variance estimates in multi-armed bandits
- Growth of strategy sets, entropy, and nonstationary bounded recall
- The triangle-free process
- Upper and lower bounds on black-box steganography
- Spreading messages
- Selection of the best Bernoulli population provided it is better than a control: an empirical Bayes approach
- Weak and strong laws of large numbers for coherent lower previsions
- Non-asymptotic tests of model performance
- Direct chosen-ciphertext secure identity-based key encapsulation without random oracles
- Bounds for tail probabilities of the sample variance
- Two-sided estimates for constants in the Marcinkiewicz inequalities
- Kernel estimators of density function of directional data
- Cluster analysis for cognitive diagnosis: theory and applications
- Sums of random variables, any r of which are independent
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- Pointwise consistency of the Hermite series density estimate
- The empirical distribution function and strong laws for functions of order statistics of uniform spacings
- Edgeworth expansions for sampling without replacement from finite populations
- Central limit theorems for stochastic processes under random entropy conditions
- Rates of growth and sample moduli for weighted empirical processes indexed by sets
- A modified Bernstein-technique for estimating noise-perturbed function values
- Finding Hamilton cycles in sparse random graphs
- Moment (in-)equalities for differences of order statistics with different sample sizes
- A probabilistic analysis of the next fit decreasing bin packing heuristic
- Parameter estimation in smooth empirical processes
- Fourier and Hermite series estimates of regression functions
- Probabilistic analysis of the next fit decreasing algorithm for bin- packing
- Maximum likelihood estimation of a survival function under the Koziol- Green proportional hazards model
- Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics
- Estimating the direction in which a data set is most interesting
- Maximum flow and critical cutset as descriptors of multi-state systems with randomly capacitated components
- About the Prohorov distance between the uniform distribution over the unit cube in \(R^ d\) and its empirical measure
- Nonparametric inference on the difference of location parameters of correlated variables from fragmentary samples
- On the asymptotic properties of smoothed estimators of the classification error rate
- The complexity of parallel search
- On the random construction of heaps
- On the use of compactly supported density estimates in problems of discrimination
- A remark concerning strong uniform consistency of the conditional Kaplan- Meier estimator
- Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
- Large holes in sparse random graphs
- Asymptotic estimate of probability of misclassification for discriminant rules based on density estimates
- Limiting properties of occurrence/exposure rate and simple risk rate
- Laws of the iterated logarithm for partial sum processes indexed by functions
- Minimizing \(L_ 1\) distance in nonparametric density estimation
- Estimation and testing in large binary contingency tables
- Wrappers for feature subset selection
- Strong consistency properties of nonparametric estimators for randomly censored data. I: The product-limit estimator
- Strong consistency of density estimation by orthogonal series methods for dependent variables with applications
- The set-compound one-stage estimation in the nonregular family of distributions over the interval (0,//theta)
- On Bahadur's representation of sample quantiles
- On dual regularity and value convergence theorems
- Speed of convergence in nonparametric estimation of a multivariate mu- density and its mixed partial derivatives
- Second order asymptotic relations of M-estimators and R-estimators in two-sample location model
- Bounds for the uniform deviation of empirical measures
- A rate of convergence for the set compound estimation in a family of certain retracted distributions
- A core equivalence theorem with an arbitrary communication structure
- Size and connectivity of the \(k\)-core of a random graph
- Confidence intervals for the mean in the bounded case
- Probability inequalities with exponential bounds for U-statistics
- Private vs. common random bits in communication complexity
- Embedding decision-analytic control in a learning architecture
- The maximum number of winning 2-sets
- Pancyclic Hamilton cycles in random graphs
- Normal approximation in regression
- \(L_ 1\)-optimal estimates for a regression type function in \(R^ d\)
- Simple exact bounds for distributions of linear signed rank statistics
- On statistical analysis of a sample from a population of unknown species
- Convergence of changepoint estimators
- Convex hulls of dense balanced graphs
- A remainder estimate for the normal approximation of perturbed sample quantiles
- Probabilistic analysis of the generalised assignment problem
- Residuals density estimation in nonparametric regression
- Asymptotic deviations between perturbed empirical and quantile processes
- Empirical U-statistics processes
- Edgeworth expansions for M-estimators of a regression parameter
- Convergence rates of monotone conditional quantile estimators
- Enumeration of order preserving maps
- Machine learning for optimal blackjack counting strategies
- On stability in multiobjective programming. A stochastic approach
- Feedback neural networks: New characteristics and a generalization
- On monotone empirical Bayes estimators of a binomial parameter
- Packings in two dimensions: Asymptotic average-case analysis of algorithms
- The size of the largest hole in a random graph
- Some estimates for large deviations and their application to strong law of large numbers
- Efficient estimation of the location parameters in the bivariate two sample problem
- On Kolmogorov-Smirnov-type tests for symmetry
- On the rate for uniform strong consistency of empirical distributions of independent nonidentically distributed multivariate random variables
- Exponential inequalities for sums of random vectors
- Exponential bound for distribution of locally infinitely divisible processes
This page was built for publication: Probability Inequalities for Sums of Bounded Random Variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5332577)