Pages that link to "Item:Q1807186"

The following pages link to A general class of exponential inequalities for martingales and ratios (Q1807186):

Displaying 50 items.

• A constructive approach to the estimation of dimension reduction directions (Q129272) (← links)
• PAC-Bayesian inequalities of some random variables sequences (Q260232) (← links)
• Oracle inequalities for the lasso in the Cox model (Q366963) (← links)
• Tightened exponential bounds for discrete-time conditionally symmetric martingales with bounded jumps (Q383869) (← links)
• Deviation probability bounds for fractional martingales and related remarks (Q449027) (← links)
• Hoeffding's inequality for supermartingales (Q449236) (← links)
• Regularization for Cox's proportional hazards model with NP-dimensionality (Q449987) (← links)
• Deviation inequalities for separately Lipschitz functionals of iterated random functions (Q468728) (← links)
• Autoregressive process modeling via the Lasso procedure (Q631620) (← links)
• Optimal calibration for multiple testing against local inhomogeneity in higher dimension (Q639876) (← links)
• Nonparametric regression with martingale increment errors (Q645603) (← links)
• Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in a random environment (Q734628) (← links)
• Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences (Q777120) (← links)
• Sharp large deviation results for sums of independent random variables (Q887376) (← links)
• Bootstrap model selection for possibly dependent and heterogeneous data (Q904102) (← links)
• Exponential inequalities for self-normalized martingales with applications (Q957522) (← links)
• \(L_p\)-version of the Dubins-Savage inequality and some exponential inequalities (Q1028625) (← links)
• On the sign consistency of the Lasso for the high-dimensional Cox model (Q1661333) (← links)
• Large deviations for martingales. (Q1766013) (← links)
• Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws. (Q1879810) (← links)
• On Bernstein-type inequalities for martingales. (Q1888750) (← links)
• Kink estimation in stochastic regression with dependent errors and predictors (Q1952085) (← links)
• On Azuma-type inequalities for Banach space-valued martingales (Q2135188) (← links)
• A note on the cluster set of the law of the iterated logarithm under sub-linear expectations (Q2165735) (← links)
• Deviation inequalities for stochastic approximation by averaging (Q2169079) (← links)
• Exponential inequalities for nonstationary Markov chains (Q2178936) (← links)
• Self-normalized Cramér type moderate deviations for stationary sequences and applications (Q2186662) (← links)
• Time-uniform Chernoff bounds via nonnegative supermartingales (Q2188432) (← links)
• Filtered Poisson process bandit on a continuum (Q2239901) (← links)
• The \(\Lambda \)-coalescent speed of coming down from infinity (Q2268699) (← links)
• Convergence and concentration of empirical measures under Wasserstein distance in unbounded functional spaces (Q2278679) (← links)
• Adaptive policies for perimeter surveillance problems (Q2286935) (← links)
• Self-normalized Cramér type moderate deviations for martingales (Q2325341) (← links)
• New insights on concentration inequalities for self-normalized martingales (Q2332992) (← links)
• Empirical likelihood for partial parameters in ARMA models with infinite variance (Q2336800) (← links)
• Lasso and probabilistic inequalities for multivariate point processes (Q2345116) (← links)
• Deviation inequalities for martingales with applications (Q2374243) (← links)
• Asymptotic properties for M-estimators in linear models with dependent random errors (Q2437863) (← links)
• On the Bennett-Hoeffding inequality (Q2438252) (← links)
• Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression (Q2444664) (← links)
• An exponential inequality for autoregressive processes in adaptive tracking (Q2461350) (← links)
• Learning theory: stability is sufficient for generalization and necessary and sufficient for consistency of empirical risk minimization (Q2498399) (← links)
• A nonparametric test of a strong leverage hypothesis (Q2630356) (← links)
• Random walks on hyperbolic spaces: second order expansion of the rate function at the drift (Q2701374) (← links)
• UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA (Q2929845) (← links)
• Deviation Inequalities for the Estimator of Linear Parameter in Stochastic Processes (Q3631418) (← links)
• Bernstein type inequalities for self-normalized martingales with applications (Q4632271) (← links)
• NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS (Q4917228) (← links)
• Confidence intervals for high-dimensional Cox models (Q4986370) (← links)
• (Q5000738) (← links)