Martingale inequalities and the jackknife estimate of variance

DOI10.1016/0167-7152(86)90029-5zbMath0593.62035OpenAlexW2025897312MaRDI QIDQ1076449

WanSoo T. Rhee, Michel Talagrand

Publication date: 1986

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(86)90029-5

zbMATH Keywords

momentsEfron-Stein inequalityBurkholder inequalityJackknife estimate of variancemartingale difference techniques

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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Measuring distributional asymmetry with Wasserstein distance and Rademacher symmetrization, A differential version of the Efron-Stein inequality: Bounding the variance of a function of an infinitely divisible variable, The iterated jackknife estimate of variance, Normal Approximation for Functions of Hidden Markov Models, On the Order of the Central Moments of the Length of the Longest Common Subsequences in Random Words, Stars of empty simplices, Local tail bounds for functions of independent random variables, Malliavin and Dirichlet structures for independent random variables

Cites Work

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• The jackknife estimate of variance
• Distribution function inequalities for martingales
• Complete Convergence of Short Paths and Karp's Algorithm for the TSP