Tests robustes pour des variables indépendantes et des chaînes de Markov
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L. Birge (1982)
Annales scientifiques de l'Université de Clermont. Mathématiques
Iosif Pinelis (2007)
ESAIM: Probability and Statistics
It is proved that the best constant factor in the Rademacher-Gaussian tail comparison is between two explicitly defined absolute constants c1 and c2 such that c2≈1.01 c1. A discussion of relative merits of this result versus limit theorems is given.
Komorník, J., Khattar, S.M. (1991)
Acta Mathematica Universitatis Comenianae. New Series
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