The lower tail of random quadratic forms with applications to ordinary least squares
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Publication:343803
DOI10.1007/s00440-016-0738-9zbMath1360.60075OpenAlexW2522906795WikidataQ105583450 ScholiaQ105583450MaRDI QIDQ343803
Publication date: 29 November 2016
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00440-016-0738-9
linear regressionconcentration inequalityFuk-Nagaev boundPAC-Bayesian methodrandom covariance matricessub-Gaussian tail
Linear regression; mixed models (62J05) Random matrices (probabilistic aspects) (60B20) Information theory (general) (94A15) Limit theorems in probability theory (60F99)
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