On extensions of Hoeffding's inequality for panel data

DOI10.1016/J.SPL.2011.11.003MaRDI QIDQ419149zbMATHOpenAlexFDO

Authors Lili Yao, Wenxin Jiang

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

panel datastrong mixingconvergence rateBosq's extensiontriplex extension

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 893887 (Why is no real title available?)
• A Hoeffding-type inequality for ergodic time series
• Bernstein-type large deviations inequalities for partial sums of strong mixing processes
• Gibbs posterior for variable selection in high-dimensional classification and data mining
• On uniform deviations of general empirical risks with unboundedness, dependence, and high dimensionality
• Predicting Panel Data Binary Choice with the Gibbs Posterior
• Probability Inequalities for Sums of Bounded Random Variables
• Risk minimization for time series binary choice with variable selection

Cited in

(4)

• Extended acceptable random variables and Hoeffding inequalities
• PANEL DATA HEDONICS: ROSEN'S FIRST STAGE AS A “SUFFICIENT STATISTIC”
• On uniform deviations of general empirical risks with unboundedness, dependence, and high dimensionality
• On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence

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