On multiplier processes under weak moment assumptions

DOI10.1007/978-3-319-45282-1_19MaRDI QIDQ5278302zbMATH OpenOpenAlexFDO

Authors Shahar Mendelson

Publication date 13 July 2017

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1601.06523

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Stochastic processes (60G99)

Abstract: We show that if $Vsubset{R}^n$ satisfies a certain symmetry condition (closely related to unconditionaity) and if $X$ is an isotropic random vector for which $|inrX,t{|}_{L_p}leqLsqrtp$ for every $tin{S}^{n-1}$ and $plesssimlogn$, then the corresponding empirical and multiplier processes indexed by $V$ behave as if $X$ were $L$-subgaussian.

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Cited in

(8)

• scientific article; zbMATH DE number 7307489 (Why is no real title available?)
• Convergence rates of least squares regression estimators with heavy-tailed errors
• The weak sequential core for two-period economies
• Finite impulse response models: a non-asymptotic analysis of the least squares estimator
• Optimal robust mean and location estimation via convex programs with respect to any pseudo-norms
• Robust statistical learning with Lipschitz and convex loss functions
• Regularization, sparse recovery, and median-of-means tournaments
• Multiplier \(U\)-processes: sharp bounds and applications

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