A note on a maximal Bernstein inequality

Details A note on a maximal Bernstein inequality A note on a maximal Bernstein inequality

2011-07-18

arxiv.org/abs/1107.3365v1

Bernoulli 2011, Vol. 17, No. 3, 1054-1062

Mathematics

Statistics Theory

Published in at http://dx.doi.org/10.3150/10-BEJ304 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statisti

Scientific paper

10.3150/10-BEJ304

We show somewhat unexpectedly that whenever a general Bernstein-type maximal
inequality holds for partial sums of a sequence of random variables, a maximal
form of the inequality is also valid.

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