Nemirovski's Inequalities Revisited
From MaRDI portal
Publication:3060151
DOI10.4169/000298910X476059zbMath1213.60039arXiv0807.2245WikidataQ33710482 ScholiaQ33710482MaRDI QIDQ3060151
Sara van de Geer, Jon A. Wellner, Lutz Dümbgen, Mark C. Veraar
Publication date: 1 December 2010
Published in: The American Mathematical Monthly (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0807.2245
independent random variables; finite second moments; inequalities for norms; vectors in Banach space; vectors in Hilbert space
60E15: Inequalities; stochastic orderings
Related Items
Vast Portfolio Selection With Gross-Exposure Constraints, On the limits of clustering in high dimensions via cost functions, On the Adaptivity of Stochastic Gradient-Based Optimization, Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs, On asymptotically optimal confidence regions and tests for high-dimensional models, Local linear smoothing for sparse high dimensional varying coefficient models, \(R\)-boundedness versus \(\gamma\)-boundedness, New concentration inequalities for suprema of empirical processes, Oracle inequalities and optimal inference under group sparsity, D-learning to estimate optimal individual treatment rules, Measuring distributional asymmetry with Wasserstein distance and Rademacher symmetrization, Concentration inequalities for separately convex functions, A conversation with Jon Wellner, The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods, On least squares estimation under heteroscedastic and heavy-tailed errors, Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes, Pivotal estimation via square-root lasso in nonparametric regression, Solving equations of random convex functions via anchored regression, Randomized first order algorithms with applications to \(\ell _{1}\)-minimization, Rosenthal-Type Inequalities for Martingales in 2-Smooth Banach Spaces