Exponential bounds for multivariate self-normalized sums

DOI10.1214/ECP.V13-1430zbMath1186.62068MaRDI QIDQ1038925

Emmanuelle Gautherat, Patrice Bertail, Hugo Harari-Kermadec

Publication date: 20 November 2009

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/231357

zbMATH Keywords

exponential inequalitiesself-normalizationHoeffding inequality

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric inference (62G99)

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