| Título: | Exponential bounds for multivariate self-normalized sums |
| Autores: |
Bertail, Patrice; Laboratory of Statistics, CREST and MODALX, University Paris X, France Gautherat, Emmanuelle; Laboratory of Statistics, CREST and Economic Faculty of Reims, France Harari-Kermadec, Hugo; Laboratory of Statistics, CREST and Université Paris-Dauphine, France |
| Fecha: | 2008-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Exponential inequalities; Self-normalization; multivariate; Hoeffding inequality. Primary 62G15 ; secondary 62E17, 62H15. |
| Descripción: | In a non-parametric framework, we establish some non-asymptotic bounds for self-normalized sums and quadratic forms in the multivariate case for symmetric and general random variables. This bounds are entirely explicit and essentially depends in the general case on the kurtosis of the Euclidean norm of the standardized random variables. |
| Idioma: | No aplica |
1 On the Non-Convexity of the Time Constant in First-Passage Percolation por Kesten, Harry; Cornell University | 6 Simulations and Conjectures for Disconnection Exponents por Puckette, Emily E.; Occidental College,Werner, Wendelin; Université Paris-Sud and IUF |
2 A Proof of a Conjecture of Bobkov and Houdré por Kwapien, S.; Warsaw University,Pycia, M.; Warsaw University,Schachermayer, W.; University of Vienna | 7 Excursions Into a New Duality Relation for Diffusion Processes por Jansons, Kalvis M.; University College London |
3 Moderate Deviations for Martingales with Bounded Jumps por Dembo, Amir; Stanford University | 8 Percolation Beyond $Z^d$, Many Questions And a Few Answers por Benjamini, Itai; Weizmann Institute of Science,Schramm, Oded; Microsoft Research |
4 Bounds for Disconnection Exponents por Werner, Wendelin; Université Paris-Sud and IUF | 9 Transportation Approach to Some Concentration Inequalities in Product Spaces por Dembo, Amir; Stanford University,Zeitouni, Ofer; Technion - Israel Institute of Technology |
5 The Dimension of the Frontier of Planar Brownian Motion por Lawler, Gregory F.; Duke University | 10 Surface Stretching for Ornstein Uhlenbeck Velocity Fields por Carmona, Rene; Princeton University,Grishin, Stanislav; Princeton University,Xu, Lin; Princeton University,Molchanov, Stanislav; University of North Carolina at Charlotte |