Robust concentration inequalities in maximal exponential models
DOI10.1016/J.SPL.2020.109001zbMATH Open1465.62088OpenAlexW3108208950WikidataQ115566823 ScholiaQ115566823MaRDI QIDQ2657985FDOQ2657985
Authors: Paola Siri, Barbara Trivellato 
Publication date: 18 March 2021
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2020.109001
Statistical aspects of information-theoretic topics (62B10) Applications of functional analysis in probability theory and statistics (46N30) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30)
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Cited In (5)
- Affine statistical bundle modeled on a Gaussian Orlicz-Sobolev space
- Sub-exponentiality in statistical exponential models
- A Lecture About the Use of Orlicz Spaces in Information Geometry
- Concentration inequalities for polynomials in \(\alpha\)-sub-exponential random variables
- Information geometry of smooth densities on the Gaussian space: Poincaré inequalities
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