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2018 Comparison inequalities for suprema of bounded empirical processes
Antoine Marchina
Electron. Commun. Probab. 23: 1-7 (2018). DOI: 10.1214/18-ECP137

Abstract

In this Note we provide comparison moment inequalities for suprema of bounded empirical processes. Our methods are only based on a decomposition in martingale and on comparison results concerning martingales proved by Bentkus and Pinelis.

Citation

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Antoine Marchina. "Comparison inequalities for suprema of bounded empirical processes." Electron. Commun. Probab. 23 1 - 7, 2018. https://doi.org/10.1214/18-ECP137

Information

Received: 5 November 2017; Accepted: 9 May 2018; Published: 2018
First available in Project Euclid: 7 June 2018

zbMATH: 06924022
MathSciNet: MR3812065
Digital Object Identifier: 10.1214/18-ECP137

Subjects:
Primary: 60E15

Keywords: Concentration inequalities , Empirical processes , Generalized moments , martingale method

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