Inequalities for Distributions of Sums of Independent Random Vectors and Their Application to Estimating a Density

DOI10.1137/1135088zbMath0733.62043OpenAlexW2043929466MaRDI QIDQ3359585

Iosif Pinelis

Publication date: 1990

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1135088

zbMATH Keywords

exponential boundsmoment inequalitieskernel estimatorseparable Banach spacedensity estimatorshistogram estimatorlarge deviation probability inequalities

Mathematics Subject Classification ID

Density estimation (62G07) Inequalities; stochastic orderings (60E15) Nonparametric estimation (62G05) Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (5)

The \(L_1\)-norm density estimator process ⋮ Uniform bounds for norms of sums of independent random functions ⋮ Kernel regression estimation in a Banach space ⋮ Approximation and exponential inequalities for sums of dependent random vectors ⋮ On a majorization inequality for sums of independent random vectors

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