Concentration inequalities, counting processes and adaptive statistics
نویسنده
چکیده
Adaptive statistics for counting processes need particular concentration inequalities to define and calibrate the methods as well as to precise the theoretical performance of the statistical inference. The present article is a small (non exhaustive) review of existing concentration inequalities that are useful in this context. Résumé. Les statistiques adaptatives pour les processus de comptage nécessitent des inégalités de concentration particulières pour définir et calibrer les méthodes ainsi que pour comprendre les performances de l’inférence statistique. Cet article est une revue non exhaustive des inégalités de concentration qui sont utiles dans ce contexte. Mathematics Subject Classification: 62G05, 62G10, 62M07, 62M09, 60G55, 60E15.
منابع مشابه
Compensator and exponential inequalities for some suprema of counting processes
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