Electronic Communications in Probability

Comparison inequalities for suprema of bounded empirical processes

Antoine Marchina

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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.

Article information

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

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

Permanent link to this document
https://projecteuclid.org/euclid.ecp/1528358638

Digital Object Identifier
doi:10.1214/18-ECP137

Mathematical Reviews number (MathSciNet)
MR3812065

Zentralblatt MATH identifier
06924022

Subjects
Primary: 60E15: Inequalities; stochastic orderings

Keywords
concentration inequalities generalized moments empirical processes martingale method

Rights
Creative Commons Attribution 4.0 International License.

Citation

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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References

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