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

DOI10.1016/J.SPA.2018.11.010zbMATH Open1479.60062OpenAlexW2805071097WikidataQ128926245 ScholiaQ128926245MaRDI QIDQ2274265FDOQ2274265

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

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• Concentration inequalities for suprema of unbounded empirical processes
• Concentration inequalities, large and moderate deviations for self-normalized empirical processes
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• New concentration inequalities for suprema of empirical processes

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)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
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• Large deviations, moderate deviations and LIL for empirical processes
• Convex cones of generalized multiply monotone functions and the dual cones
• Left concentration inequalities for empirical processes
• Comparison inequalities for suprema of bounded empirical processes

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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