Bounds on tail probabilities for quadratic forms in dependent sub-Gaussian random variables
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Publication:2216970
DOI10.1016/j.spl.2020.108898zbMath1453.60064arXiv1809.08569OpenAlexW2890107213MaRDI QIDQ2216970
Publication date: 18 December 2020
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.08569
Luxemburg normlinear regressionHanson-Wright inequalitysub-Gaussian and sub-exponential random variables
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Cites Work
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- A tail inequality for quadratic forms of subgaussian random vectors
- Hanson-Wright inequality and sub-Gaussian concentration
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- A bound on tail probabilities for quadratic forms in independent random variables whose distributions are not necessarily symmetric
- Norms of sub-exponential random vectors
- Propriétés locales des fonctions à séries de Fourier aléatoires
- Random weighted projections, random quadratic forms and random eigenvectors
- High-Dimensional Probability
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