Comparison inequalities for suprema of bounded empirical processes

Antoine Marchina (1)

1 LMV - Laboratoire de Mathématiques de Versailles

In this Note we provide comparison moment inequalities for suprema of bounded empirical processes. Our methods are only based on a decomposition in martingale and on comparison results concerning martingales proved by Bentkus and Pinelis.

Mots clés: martingale method; concentration inequalities; generalized moments; empirical processes

Domaines: Probabilités [math.PR]

Antoine Marchina. Comparison inequalities for suprema of bounded empirical processes. Electronic Communications in Probability, 2018, 23, pp.60 - 75. ⟨10.1214/18-ECP137⟩. ⟨hal-02499454⟩