A bound on tail probabilities for quadratic forms in independent random variables whose distributions are not necessarily symmetric

From MaRDI portal
Publication:2264195

DOI10.1214/aop/1176996815zbMath0271.60033OpenAlexW2068832491MaRDI QIDQ2264195

F. T. Wright

Publication date: 1973

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176996815




Related Items

Bayesian high-dimensional semi-parametric inference beyond sub-Gaussian errorsRandom weighted projections, random quadratic forms and random eigenvectorsNonlinear wavelet-based estimation to spectral density for stationary non-Gaussian linear processesThe moment of maximum normed sums of randomly weighted pairwise NQD sequencesConvergence of covariance and spectral density estimates for high-dimensional locally stationary processesLogarithmic Sobolev inequalities for finite spin systems and applicationsSome probability inequalities for a class of random variables and their applicationsSparse Hanson-Wright inequalities for subgaussian quadratic formsThe least singular value of a random symmetric matrixConcentration of measure bounds for matrix-variate data with missing valuesUniversality of random matrices and local relaxation flowHanson-Wright inequality in Hilbert spaces with application to \(K\)-means clustering for non-Euclidean dataBounds on tail probabilities for quadratic forms in dependent sub-Gaussian random variablesOptimal bounds for aggregation of affine estimatorsMatrix Denoising for Weighted Loss Functions and Heterogeneous SignalsHanson-Wright inequality in Banach spacesComplete consistency of estimators for regression models based on extended negatively dependent errorsConcentration inequalities for bounded functionals via log-Sobolev-type inequalitiesConcentration inequalities for polynomials in \(\alpha\)-sub-exponential random variablesNorms of sub-exponential random vectorsRandom matrices: universality of local spectral statistics of non-Hermitian matricesComplete Convergence for Weighted Sums and Arrays of Rowwise Extended Negatively Dependent Random VariablesConvergence results for sequences of quadratic formsRelative perturbation bounds with applications to empirical covariance operatorsThe moment of maximum normed randomly weighted sums of martingale differences




This page was built for publication: A bound on tail probabilities for quadratic forms in independent random variables whose distributions are not necessarily symmetric