Concentration inequalities for suprema of unbounded empirical processes

Abstract : Using martingale methods, we obtain some Fuk-Nagaev type inequalities for suprema of unbounded empirical processes associated with independent and identically distributed random variables. We then derive weak and strong moment inequalities. Next, we apply our results to suprema of empirical processes which satisfy a power-type tail condition.
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https://hal.archives-ouvertes.fr/hal-01545101
Contributor : Antoine Marchina <>
Submitted on : Thursday, June 22, 2017 - 1:57:49 PM
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Antoine Marchina. Concentration inequalities for suprema of unbounded empirical processes. 2017. ⟨hal-01545101⟩

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