Concentration of empirical distribution functions with applications to non-i.i.d. models

Details Concentration of empirical distribution functions with applications to non-i.i.d. models Concentration of empirical distribution functions with applications to non-i.i.d. models

2010-11-29

arxiv.org/abs/1011.6165v1

Bernoulli 2010, Vol. 16, No. 4, 1385-1414

Mathematics

Statistics Theory

Published in at http://dx.doi.org/10.3150/10-BEJ254 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statisti

Scientific paper

10.3150/10-BEJ254

The concentration of empirical measures is studied for dependent data, whose
joint distribution satisfies Poincar\'{e}-type or logarithmic Sobolev
inequalities. The general concentration results are then applied to spectral
empirical distribution functions associated with high-dimensional random
matrices.

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