Exponential bounds for multivariate self-normalized sums.

Bertail, Patrice; Gautherat, Emmanuelle; Harari-Kermadec, Hugo

Electronic Communications in Probability [electronic only] (2008)

  • Volume: 13, page 628-640
  • ISSN: 1083-589X

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Bertail, Patrice, Gautherat, Emmanuelle, and Harari-Kermadec, Hugo. "Exponential bounds for multivariate self-normalized sums.." Electronic Communications in Probability [electronic only] 13 (2008): 628-640. <http://eudml.org/doc/231357>.

@article{Bertail2008,
author = {Bertail, Patrice, Gautherat, Emmanuelle, Harari-Kermadec, Hugo},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {exponential inequalities; self-normalization; Hoeffding inequality},
language = {eng},
pages = {628-640},
publisher = {University of Washington},
title = {Exponential bounds for multivariate self-normalized sums.},
url = {http://eudml.org/doc/231357},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Bertail, Patrice
AU - Gautherat, Emmanuelle
AU - Harari-Kermadec, Hugo
TI - Exponential bounds for multivariate self-normalized sums.
JO - Electronic Communications in Probability [electronic only]
PY - 2008
PB - University of Washington
VL - 13
SP - 628
EP - 640
LA - eng
KW - exponential inequalities; self-normalization; Hoeffding inequality
UR - http://eudml.org/doc/231357
ER -

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