Exponential inequalities for self-normalized processes with applications.
De La Peña, Victor H.; Pang, Guodong
Electronic Communications in Probability [electronic only] (2009)
- Volume: 14, page 372-381
- ISSN: 1083-589X
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topDe La Peña, Victor H., and Pang, Guodong. "Exponential inequalities for self-normalized processes with applications.." Electronic Communications in Probability [electronic only] 14 (2009): 372-381. <http://eudml.org/doc/227448>.
@article{DeLaPeña2009,
author = {De La Peña, Victor H., Pang, Guodong},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {self-normalization; exponential inequalities; martingales; hypothesis testing; stochastic traveling salesman problem},
language = {eng},
pages = {372-381},
publisher = {University of Washington},
title = {Exponential inequalities for self-normalized processes with applications.},
url = {http://eudml.org/doc/227448},
volume = {14},
year = {2009},
}
TY - JOUR
AU - De La Peña, Victor H.
AU - Pang, Guodong
TI - Exponential inequalities for self-normalized processes with applications.
JO - Electronic Communications in Probability [electronic only]
PY - 2009
PB - University of Washington
VL - 14
SP - 372
EP - 381
LA - eng
KW - self-normalization; exponential inequalities; martingales; hypothesis testing; stochastic traveling salesman problem
UR - http://eudml.org/doc/227448
ER -
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