Bounding the expectation of the supremum of an empirical process over a (weak) VC-major class

DOI10.1214/15-EJS1055zbMath1385.60038arXiv1411.5571OpenAlexW2963083200MaRDI QIDQ309534

Yannick Baraud

Publication date: 7 September 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.5571

zbMATH Keywords

expectation boundsnonparametric estimationconcentration inequalitiessuprema of empirical processesVC type classes

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Nonparametric estimation (62G05)

Related Items (9)

Rho-estimators for shape restricted density estimation ⋮ High-dimensional CLT: improvements, non-uniform extensions and large deviations ⋮ Concentration of the empirical level sets of Tukey's halfspace depth ⋮ Rho-estimators revisited: general theory and applications ⋮ Robust Bayes-like estimation: rho-Bayes estimation ⋮ About the rate function in concentration inequalities for suprema of bounded empirical processes ⋮ Tests and estimation strategies associated to some loss functions ⋮ Estimating a density, a hazard rate, and a transition intensity via the \(\rho\)-estimation method ⋮ Set structured global empirical risk minimizers are rate optimal in general dimensions

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