Robust concentration inequalities in maximal exponential models

DOI10.1016/j.spl.2020.109001zbMath1465.62088OpenAlexW3108208950WikidataQ115566823 ScholiaQ115566823MaRDI QIDQ2657985

Paola Siri, Barbara Trivellato

Publication date: 18 March 2021

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

Full work available at URL: https://doi.org/10.1016/j.spl.2020.109001

zbMATH Keywords

Orlicz spacesconcentration inequalitiesexponential modelssub-exponential random variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Applications of functional analysis in probability theory and statistics (46N30) Statistical aspects of information-theoretic topics (62B10)

Related Items (3)

Affine statistical bundle modeled on a Gaussian Orlicz-Sobolev space ⋮ Information Geometry of Smooth Densities on the Gaussian Space: Poincaré Inequalities ⋮ A Lecture About the Use of Orlicz Spaces in Information Geometry

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