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 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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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. |
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ISSN: | 0167-7152 1879-2103 |
DOI: | 10.1016/j.spl.2020.109001 |