Exponential inequalities for self-normalized processes with applications
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Publication:1038978
DOI10.1214/ECP.v14-1490zbMath1189.60042OpenAlexW2136737337MaRDI QIDQ1038978
Guodong Pang, Victor H. de la Peña
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/227448
martingaleshypothesis testingexponential inequalitiesself-normalizationstochastic traveling salesman problem
Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Parametric hypothesis testing (62F03) Optimal stopping in statistics (62L15)
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Exponential inequalities for self-normalized martingales ⋮ Concentration inequalities for additive functionals: a martingale approach ⋮ Self-normalized Cramér type moderate deviations for martingales ⋮ New insights on concentration inequalities for self-normalized martingales
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