Robust concentration inequalities in maximal exponential models

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.

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Veröffentlicht in:Statistics & probability letters 2021-03, Vol.170, p.109001, Article 109001
Hauptverfasser: Siri, Paola, Trivellato, Barbara
Format: Artikel
Sprache:eng
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Zusammenfassung: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.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2020.109001