Bounds for tail probabilities of martingales using skewness and kurtosis
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Publication:946798
DOI10.1007/s10986-008-0003-8zbMath1153.60010arXiv1111.6358MaRDI QIDQ946798
Vidmantas Bentkus, Tomas Juškevičius
Publication date: 24 September 2008
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.6358
martingales; kurtosis; sums of independent random variables; skewness; Bernoulli random variables; bounds for tail probabilities; Hoeffding's inequalities; probabilities of large deviations; binomial tails; method of bounded differences
60E15: Inequalities; stochastic orderings
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