Bounds for tail probabilities of the sample variance.
Bentkus, V., Van Zuijlen, M. (2009)
Journal of Inequalities and Applications [electronic only]
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Displaying similar documents to “Exponential bounds for multivariate self-normalized sums.”
Bounds for tail probabilities of the sample variance.
Berry-Esseen bounds for projections of coordinate symmetric random vectors.
Goldstein, Larry, Shao, Qi-Man (2009)
Electronic Communications in Probability [electronic only]
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Exponential inequalities for self-normalized processes with applications.
De La Peña, Victor H., Pang, Guodong (2009)
Electronic Communications in Probability [electronic only]
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Large and moderate deviations for Hotelling's -statistic.
Dembo, Amir, Shao, Qi-Man (2006)
Electronic Communications in Probability [electronic only]
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Characterizations of the exponential distribution based on certain properties of its characteristic function
Simos G. Meintanis, George Iliopoulos (2003)
Kybernetika
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Two characterizations of the exponential distribution among distributions with support the nonnegative real axis are presented. The characterizations are based on certain properties of the characteristic function of the exponential random variable. Counterexamples concerning more general possible versions of the characterizations are given.
Exact rates in Vapnik-Chervonenkis bounds
Nicolas Vayatis (2003)
Annales de l'I.H.P. Probabilités et statistiques
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Optimal bounds for exponential sums in terms of discrepancy
Harald Niederreiter, Józef Horbowicz (1988)
Colloquium Mathematicae
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On the Bennett–Hoeffding inequality
Iosif Pinelis (2014)
Annales de l'I.H.P. Probabilités et statistiques
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The well-known Bennett–Hoeffding bound for sums of independent random variables is refined, by taking into account positive-part third moments, and at that significantly improved by using, instead of the class of all increasing exponential functions, a much larger class of generalized moment functions. The resulting bounds have certain optimality properties. The results can be extended in a standard manner to (the maximal functions of) (super)martingales. The proof of the main result...
An exponential inequality for negatively associated random variables.
Sung, Soo Hak (2009)
Journal of Inequalities and Applications [electronic only]
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Generalized probability functions.
Souto Martinez, Alexandre, Silva González, Rodrigo, Sangaletti Terçariol, César Augusto (2009)
Advances in Mathematical Physics
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