About the constants in the Fuk-Nagaev inequalities

DOI10.1214/17-ECP57zbMath1364.60029OpenAlexW2615418699MaRDI QIDQ2627861

Emmanuel Rio

Publication date: 1 June 2017

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ecp/1494921750

zbMATH Keywords

martingalesBernstein inequalityFuk-Nagaev inequalityBennett inequalityRosenthal inequalityChebyshev-Cantelli inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (3)

Deviation inequalities for separately Lipschitz functionals of composition of random functions ⋮ Concentration inequalities for suprema of unbounded empirical processes ⋮ Consistency of invariance-based randomization tests

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