Uniform concentration bounds for frequencies of rare events
نویسندگان
چکیده
New Vapnik–Chervonenkis type concentration inequalities are derived for the empirical distribution of an independent random sample. Focus is on maximal deviation over classes Borel sets within a low probability region. The constants explicit, enabling numerical comparisons.
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2022
ISSN: ['1879-2103', '0167-7152']
DOI: https://doi.org/10.1016/j.spl.2022.109610