Concentration inequalities, counting processes and adaptive statistics

Patricia Reynaud-Bouret (1)

1 LJAD - Laboratoire Jean Alexandre Dieudonné

Adaptive statistics for counting processes need particular concentration in- equalities to define and calibrate the methods as well as to precise the theoretical perfor- mance of the statistical inference. The present article is a small (non exhaustive) review of existing concentration inequalities that are useful in this context.

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Patricia Reynaud-Bouret. Concentration inequalities, counting processes and adaptive statistics. Journées MAS 2012, Aug 2012, Clermont-Ferrand, France. ⟨hal-00866826⟩