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Robust concentration inequalities in maximal exponential models
Statistics & Probability Letters ( IF 0.8 ) Pub Date : 2021-03-01 , DOI: 10.1016/j.spl.2020.109001
Paola Siri , Barbara Trivellato

Abstract Robust concentration inequalities of Bernstein type for sub-exponential random variables are proved with respect to probability measures whose densities are connected by open exponential arcs.

中文翻译:

最大指数模型中的稳健浓度不等式

摘要 针对密度由开指数弧连接的概率测度,证明了亚指数随机变量的伯恩斯坦型鲁棒浓度不等式。
更新日期:2021-03-01
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