Electronic Communications in Probability

Comparison inequalities for suprema of bounded empirical processes

Antoine Marchina

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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.

Article information

Electron. Commun. Probab., Volume 23 (2018), paper no. 33, 7 pp.

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

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Zentralblatt MATH identifier

Primary: 60E15: Inequalities; stochastic orderings

concentration inequalities generalized moments empirical processes martingale method

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Marchina, Antoine. Comparison inequalities for suprema of bounded empirical processes. Electron. Commun. Probab. 23 (2018), paper no. 33, 7 pp. doi:10.1214/18-ECP137. https://projecteuclid.org/euclid.ecp/1528358638

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