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An exponential inequality for suprema of empirical processes with heavy tails on the left
Comptes Rendus Mathematique ( IF 0.8 ) Pub Date : 2019-06-01 , DOI: 10.1016/j.crma.2019.06.008
Antoine Marchina

Abstract In this Note, we provide exponential inequalities for suprema of empirical processes with heavy tails on the left. Our approach is based on a martingale decomposition, associated with comparison inequalities over a cone of convex functions originally introduced by Pinelis. Furthermore, the constants in our inequalities are explicit.

中文翻译:

左重尾的经验过程至上的指数不等式

摘要 在这篇笔记中,我们为左侧有重尾的经验过程的至上提供了指数不等式。我们的方法基于马丁格尔分解,与最初由 Pinelis 引入的凸函数锥上的比较不等式相关联。此外,我们不等式中的常数是明确的。
更新日期:2019-06-01
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