Concentration inequalities, large and moderate deviations for self-normalized empirical processes

DOI10.1214/aop/1039548367zbMath1021.60013OpenAlexW2032366027MaRDI QIDQ1872304

Emmanuel Rio, Elisabeth Gassiat, Bernard Bercu

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1039548367

zbMATH Keywords

empirical processeslogarithmic Sobolev inequalitieslarge deviationsmoderate deviationsmaximal inequalitiesconcentration inequalitiesself-normalized sums

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Large deviations (60F10)

Related Items (4)

Self-normalization: taming a wild population in a heavy-tailed world ⋮ Solving optimal stopping problems via empirical dual optimization ⋮ An almost sure central limit theorem for self-normalized weighted sums ⋮ Relative deviation learning bounds and generalization with unbounded loss functions

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