Uniform bounds for norms of sums of independent random functions

Details Uniform bounds for norms of sums of independent random functions Uniform bounds for norms of sums of independent random functions

2009-04-13

arxiv.org/abs/0904.1950v3

Annals of Probability 2011, Vol. 39, No. 6, 2318-2384

Mathematics

Probability

Published in at http://dx.doi.org/10.1214/10-AOP595 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of

Scientific paper

10.1214/10-AOP595

In this paper, we develop a general machinery for finding explicit uniform probability and moment bounds on sub-additive positive functionals of random processes. Using the developed general technique, we derive uniform bounds on the ${\mathbb{L}}_s$-norms of empirical and regression-type processes. Usefulness of the obtained results is illustrated by application to the processes appearing in kernel density estimation and in nonparametric estimation of regression functions.

Affiliated with

Also associated with

No associations

Rating

Uniform bounds for norms of sums of independent random functions does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Uniform bounds for norms of sums of independent random functions, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Uniform bounds for norms of sums of independent random functions will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-324425