Concentration inequalities for set-indexed empirical processes

被引：0

作者：

Rio, E ^{[1
]}

机构：

[1] Univ Versailles, EP 1755 CNRS, F-78035 Versailles, France

来源：

PROBABILITY THEORY AND RELATED FIELDS | 2001年 / 119卷 / 02期

关键词：

D O I：

10.1007/PL00008756

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We propose new concentration inequalities for maxims of set-indexed empirical processes. Out approach is based either on entropy inequalities or on martingale methods. The improvements we get concern the rate function which is exactly the large deviations rate function of a binomial law in most of the cases.

引用

页码：163 / 175

页数：13

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