On extensions of Hoeffding's inequality for panel data

DOI10.1016/j.spl.2011.11.003zbMath1320.60069OpenAlexW2034442891MaRDI QIDQ419149

Wenxin Jiang, Lili Yao

Publication date: 18 May 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.11.003

zbMATH Keywords

convergence ratepanel datastrong mixingBosq's extensiontriplex extension

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15) Large deviations (60F10)

Related Items (1)

On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence

Cites Work

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• Gibbs posterior for variable selection in high-dimensional classification and data mining
• A Hoeffding-type inequality for ergodic time series
• Predicting Panel Data Binary Choice with the Gibbs Posterior
• Bernstein-type large deviations inequalities for partial sums of strong mixing processes
• RISK MINIMIZATION FOR TIME SERIES BINARY CHOICE WITH VARIABLE SELECTION
• Probability Inequalities for Sums of Bounded Random Variables

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