Sharp tail distribution estimates for the supremum of a class of sums of i.i.d. random variables
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Publication:898401
DOI10.1016/J.SPA.2015.07.017zbMATH Open1343.60022OpenAlexW1185089419MaRDI QIDQ898401FDOQ898401
Authors: P. Major 
Publication date: 8 December 2015
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2015.07.017
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Large deviations (60F10) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)
Cites Work
- Weak convergence and empirical processes. With applications to statistics
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- Convergence of stochastic processes
- New concentration inequalities in product spaces
- A local maximal inequality under uniform entropy
- Title not available (Why is that?)
- The Generic Chaining
- Probability inequalities for empirical processes and a law of the iterated logarithm
- Title not available (Why is that?)
- Rates of convergence in the central limit theorem for empirical processes
- Uniform Central Limit Theorems
- The almost sure behavior of maximal and minimal multivariate \(k_ n\)- spacings
- On the estimation of multiple random integrals and \(U\)-statistics
Cited In (3)
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