Sharp large deviations under Bernstein's condition

DOI10.1016/J.CRMA.2013.10.015MaRDI QIDQ387793zbMATH OpenOpenAlexFDO

Authors Xiequan Fan, Ion Grama, Quansheng Liu

Publication date 17 December 2013

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2013.10.015

zbMATH Keywords

Bernstein's inequalitysums of non-bounded random variables

Mathematics Subject Classification ID

Large deviations (60F10)

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Cites work

• scientific article; zbMATH DE number 3504208 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• Lower Bounds for Probabilities of Large Deviations for Sums of Independent Random Variables
• Lower Bounds on Large Deviation Probabilities for Sums of Independent Random Variables
• On Deviations of the Sample Mean
• Sharp Large Deviations for the Ornstein--Uhlenbeck Process
• Sharp large deviations in nonparametric estimation
• Strong large deviations for arbitrary sequences of random variables
• The missing factor in Hoeffding's inequalities

Cited in

(5)

• A generalization of Cramér large deviations for martingales
• Bernstein inequality and moderate deviations under strong mixing conditions
• Sharp large deviations for sums of bounded from above random variables
• Bernstein Inequalities for a Class of Random Variables
• Sharp large deviation results for sums of independent random variables

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