Uniform bounds for norms of sums of independent random functions
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Abstract: In this paper, we develop a general machinery for finding explicit uniform probability and moment bounds on sub-additive positive functionals of random processes. Using the developed general technique, we derive uniform bounds on the -norms of empirical and regression-type processes. Usefulness of the obtained results is illustrated by application to the processes appearing in kernel density estimation and in nonparametric estimation of regression functions.
A general technique for finding explicit uniform probability and moment bounds on sub-additive positive functionals of random processes is developed. Using this technique, uniform bounds on the \(\mathbb L_s\)-norms of empirical and regression-type processes are derived. Usefulness of the obtained results is illustrated by application to the processes appearing in kernel density estimation and in nonparametric estimation of regression functions.
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