About the rate function in concentration inequalities for suprema of bounded empirical processes

DOI10.1016/J.SPA.2018.11.010MaRDI QIDQ2274265zbMATH OpenOpenAlexWikidataFDO

Authors Antoine Marchina

Publication date 19 September 2019

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2018.11.010

zbMATH Keywords

concentration inequalityempirical processmartingale methodcomparison inequalitylarge deviation bandwidth

Mathematics Subject Classification ID

Large deviations (60F10) Extreme value theory; extremal stochastic processes (60G70) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

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Cites work

• scientific article; zbMATH DE number 2034517 (Why is no real title available?)
• About the constants in Talagrand's concentration inequalities for empirical processes.
• About the rate function in Talagrand's inequality for empirical processes
• Asymptotic Theory of Weakly Dependent Random Processes
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• Comparison inequalities for suprema of bounded empirical processes
• Concentration around the mean for maxima of empirical processes
• Concentration inequalities for mean field particle models
• Concentration inequalities for set-indexed empirical processes
• Concentration inequalities for sums and martingales
• Concentration inequalities. A nonasymptotic theory of independence
• Convex cones of generalized multiply monotone functions and the dual cones
• Large deviations techniques and applications.
• Large deviations, moderate deviations and LIL for empirical processes
• Left concentration inequalities for empirical processes
• Localization Proof of the Bakry--Ledoux Isoperimetric Inequality and Some Applications
• New concentration inequalities in product spaces
• On Hoeffding's inequalities.
• On Talagrand's deviation inequalities for product measures
• On general minimax theorems
• On the probability of large deviations from the expectation for sums of bounded, independent random variables
• Probability Inequalities for Sums of Bounded Random Variables
• Une inégalité de Bennett pour les maxima de processus empiriques. (A Bennet type inequality for maxima of empirical processes)
• Weak convergence and empirical processes. With applications to statistics

Cited in

(5)

• Upper bounds for superquantiles of martingales
• About the rate function in Talagrand's inequality for empirical processes
• A Bennett concentration inequality and its application to suprema of empirical processes
• Concentration inequalities, large and moderate deviations for self-normalized empirical processes
• Consistency of invariance-based randomization tests

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