Comparison inequalities for suprema of bounded empirical processes

DOI10.1214/18-ECP137MaRDI QIDQ1663743zbMATH OpenOpenAlexFDO

Authors Antoine Marchina

Publication date 23 August 2018

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

Full work available at URL https://projecteuclid.org/euclid.ecp/1528358638

zbMATH Keywords

empirical processesconcentration inequalitiesgeneralized momentsmartingale method

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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Cites work

• scientific article; zbMATH DE number 1342367 (Why is no real title available?)
• scientific article; zbMATH DE number 1149774 (Why is no real title available?)
• Comparison inequalities for suprema of bounded empirical processes
• Concentration inequalities for set-indexed empirical processes
• Convex cones of generalized multiply monotone functions and the dual cones
• On Hoeffding's inequalities.
• On the Bennett-Hoeffding inequality
• Probability Inequalities for Sums of Bounded Random Variables
• Weak convergence and empirical processes. With applications to statistics

Cited in

(8)

• Comparison inequalities for suprema of bounded empirical processes
• Compensator and exponential inequalities for some suprema of counting processes
• About the rate function in concentration inequalities for suprema of bounded empirical processes
• A Bennett concentration inequality and its application to suprema of empirical processes
• Tail bounds for the supremums of empirical processes over unbounded classes of functions
• A note on suprema of canonical processes based on random variables with regular moments
• Bounding the expectation of the supremum of empirical processes indexed by Hölder classes
• An exponential inequality for suprema of empirical processes with heavy tails on the left

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