A concentration inequality for a Gaussian process indexed by matrices

DOI10.1016/J.SPL.2016.11.024zbMATH Open1416.60039OpenAlexW2560595516MaRDI QIDQ511541FDOQ511541

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

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zbMATH Keywords

concentration inequality[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=It%EF%BF%BD%EF%BF%BD+integral&go=Go It�� integral]nonparametric function estimation

Mathematics Subject Classification ID

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

Cites Work

• Concentration inequalities. A nonasymptotic theory of independence
• Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities
• Adaptive estimation under single-index constraint in a regression model
• Adaptive estimation in the single-index model via oracle approach
• Universal pointwise selection rule in multivariate function estimation
• Title not available (Why is that?)

Cited In (1)

• Sudakov-type minoration for Gaussian chaos processes

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