A Bernstein Inequality For Spatial Lattice Processes

Authors Eduardo Valenzuela Dominguez, Johannes T. N. Krebs, Jürgen Franke

Publication date 7 February 2017

Ergodicity, mixing, rates of mixing (37A25) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20) Random fields; image analysis (62M40)

Abstract: In this article we present a Bernstein inequality for sums of random variables which are defined on a spatial lattice structure. The inequality can be used to derive concentration inequalities. It can be useful to obtain consistency properties for nonparametric estimators of conditional expectation functions.

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