The missing factor in Hoeffding's inequalities
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Publication:1901160
zbMath0837.60016MaRDI QIDQ1901160
Publication date: 20 May 1996
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1995__31_4_689_0
Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Large deviations (60F10)
Related Items (23)
On Hoeffding's inequalities. ⋮ On the Bernstein-Hoeffding method ⋮ Confidence bounds for a parameter ⋮ Sharp large deviations under Bernstein's condition ⋮ Sharp large deviation results for sums of independent random variables ⋮ A multidimensional analogue of the Rademacher-Gaussian tail comparison ⋮ Improving Hoeffding's inequality using higher moments information ⋮ Probability inequalities for bounded random vectors ⋮ On the Bennett-Hoeffding inequality ⋮ Hoeffding's inequality for supermartingales ⋮ Strong central limit theorem for isotropic random walks in \({\mathbb{R}^d}\) ⋮ Extremal properties of sums of Bernoulli random variables. ⋮ On domination of tail probabilities of (super)martingales: explicit bounds ⋮ An extension of the Hoeffding inequality to unbounded random variables ⋮ Bounds for tail probabilities of martingales using skewness and kurtosis ⋮ Sharp large deviations for sums of bounded from above random variables ⋮ An inequality for the sum of independent bounded random variables ⋮ On measure concentration for separately Lipschitz functions in product spaces ⋮ A Hoeffding inequality for Markov chains using a generalized inverse ⋮ On large deviations for sums of i.i.d. Bernoulli random variables ⋮ Bounds for tail probabilities of the sample variance ⋮ Self-normalized Cramér type moderate deviations for martingales ⋮ Bernstein-type exponential inequalities in survey sampling: conditional Poisson sampling schemes
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