A concentration inequality for a Gaussian process indexed by matrices

DOI10.1016/J.SPL.2016.11.024zbMath1416.60039OpenAlexW2560595516MaRDI QIDQ511541

Nora Serdyukova

Publication date: 21 February 2017

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

Full work available at URL: https://doi.org/10.1016/j.spl.2016.11.024

zbMATH Keywords

Itô integralconcentration inequalitynonparametric function estimation

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15)

Cites Work

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• Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities
• Universal pointwise selection rule in multivariate function estimation
• Adaptive estimation in the single-index model via oracle approach
• Adaptive estimation under single-index constraint in a regression model

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