Left concentration inequalities for empirical processes

DOI10.1016/S1631-073X(02)02303-8zbMath1003.60024MaRDI QIDQ1600148

Thierry Klein

Publication date: 12 June 2002

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

zbMATH Keywords

Herbst methodmaxima of empirical processesTalagrand's left concentration inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items

Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder), On concentration for (regularized) empirical risk minimization, Optimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regression, Symmetrization approach to concentration inequalities for empirical processes., Empirical minimization, About the rate function in concentration inequalities for suprema of bounded empirical processes, Fast rates for support vector machines using Gaussian kernels, On the Optimality of Sample-Based Estimates of the Expectation of the Empirical Minimizer, Concentration inequalities for suprema of unbounded empirical processes

Cites Work

• About the constants in Talagrand's concentration inequalities for empirical processes.
• Asymptotic theory of weakly dependent stochastic processes
• On Talagrand's deviation inequalities for product measures
• New concentration inequalities in product spaces