Abstract
We show somewhat unexpectedly that whenever a general Bernstein-type maximal inequality holds for partial sums of a sequence of random variables, a maximal form of the inequality is also valid.
Citation
Péter Kevei. David M. Mason. "A note on a maximal Bernstein inequality." Bernoulli 17 (3) 1054 - 1062, August 2011. https://doi.org/10.3150/10-BEJ304
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