Exponential bounds for multivariate self-normalized sums.
Bertail, Patrice, Gautherat, Emmanuelle, Harari-Kermadec, Hugo (2008)
Electronic Communications in Probability [electronic only]
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Bertail, Patrice, Gautherat, Emmanuelle, Harari-Kermadec, Hugo (2008)
Electronic Communications in Probability [electronic only]
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Journal of Applied Mathematics and Stochastic Analysis
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In this paper, we apply the technique of decoupling to obtain some exponential inequalities for semi-bounded martingale, which extend the results of de la Peña, Ann. probab. 27 (1999) 537–564.
Gao, Fuqing, Jiang, Hui (2009)
Electronic Communications in Probability [electronic only]
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