A concentration inequality for a Gaussian process indexed by matrices

DOI10.1016/J.SPL.2016.11.024MaRDI QIDQ511541zbMATH OpenOpenAlexFDO

Authors Nora Serdyukova

Publication date 21 February 2017

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

Full work available at URL https://doi.org/10.1016/j.spl.2016.11.024

zbMATH Keywords

concentration inequalitynonparametric function estimationItô integral

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15)

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Cites work

• scientific article; zbMATH DE number 782652 (Why is no real title available?)
• Adaptive estimation in the single-index model via oracle approach
• Adaptive estimation under single-index constraint in a regression model
• Concentration inequalities. A nonasymptotic theory of independence
• Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities
• Universal pointwise selection rule in multivariate function estimation

Cited in

(2)

• Some new concentration inequalities for the Itô stochastic integral
• Sudakov-type minoration for Gaussian chaos processes

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