A new large deviation inequality for U-statistics of order 2
ESAIM: Probability and Statistics (2010)
- Volume: 3, page 151-162
- ISSN: 1292-8100
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topBretagnolle, Jean. "A new large deviation inequality for U-statistics of order 2." ESAIM: Probability and Statistics 3 (2010): 151-162. <http://eudml.org/doc/197738>.
@article{Bretagnolle2010,
abstract = {
We prove a new large deviation inequality with applications
when projecting a density on a wavelet basis.
},
author = {Bretagnolle, Jean},
journal = {ESAIM: Probability and Statistics},
keywords = {Large deviations; U-statistics.; -statistics; exponential inequalities},
language = {eng},
month = {3},
pages = {151-162},
publisher = {EDP Sciences},
title = {A new large deviation inequality for U-statistics of order 2},
url = {http://eudml.org/doc/197738},
volume = {3},
year = {2010},
}
TY - JOUR
AU - Bretagnolle, Jean
TI - A new large deviation inequality for U-statistics of order 2
JO - ESAIM: Probability and Statistics
DA - 2010/3//
PB - EDP Sciences
VL - 3
SP - 151
EP - 162
AB -
We prove a new large deviation inequality with applications
when projecting a density on a wavelet basis.
LA - eng
KW - Large deviations; U-statistics.; -statistics; exponential inequalities
UR - http://eudml.org/doc/197738
ER -
References
top- M.A. Arcones and E. Giné, Limit Theorems for U-processes. Ann. Probab. 21 (1993) 1494-1542.
- V. De la Pe na, Decoupling and Khintchine's inequalities for U-statistics. Ann. Probab. 20 (1992) 1887-1892.
- B. Laurent, Efficient estimation of integral functionals of a density. Ann. Statist. 24 (1996) 659-681.
- B. Laurent and P. Massart, Adaptative estimation of a quadratic functional by model selection (1998) preprint.
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