Bounding the expectation of the supremum of empirical processes indexed by Hölder classes
From MaRDI portal
Publication:2239314
DOI10.3103/S1066530720010056zbMath1476.62040arXiv2003.13530OpenAlexW3198626295MaRDI QIDQ2239314
Publication date: 3 November 2021
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.13530
empirical processsample complexityHölder smoothnessWasserstein-1 distanceintegral probability metric
Order statistics; empirical distribution functions (62G30) Characterization and structure theory of statistical distributions (62E10) Foundations of stochastic processes (60G05)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Empirical entropy, minimax regret and minimax risk
- Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.
- Lectures on empirical processes. Theory and statistical applications.
- Weak convergence and empirical processes. With applications to statistics
- On the empirical estimation of integral probability metrics
- Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance
- Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
- On minimum Kantorovich distance estimators
- Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type
- Mathematical Foundations of Infinite-Dimensional Statistical Models
- High-Dimensional Probability
- The Speed of Mean Glivenko-Cantelli Convergence
- Introduction to nonparametric estimation
This page was built for publication: Bounding the expectation of the supremum of empirical processes indexed by Hölder classes