A Bennett concentration inequality and its application to suprema of empirical processes;Une inégalité de concentration de type Bennett et son application aux maxima de processus empiriques

Comptes Rendus Mathematique

Volumn 334, Issue 6, 2002, Pages 495-500

  Bousquet, Olivier ^a  

^a CENTRE DE MATHÉMATIQUES APPLIQUÉES   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0037561860     PISSN: 1631073X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1631-073X(02)02292-6     Document Type: Article

References (7)

1. S. Boucheron, G. Lugosi, P. Massart, A sharp concentration inequality with applications, Random Structures Algorithms 16 (3) (2000) 277-292.
2. S. Boucheron, G. Lugosi, P. Massart, Concentration of measure based on logarithmic Sobolev inequalities, 2001 (submitted).
3. M. Ledoux, On Talagrand's deviation inequalities for product measures, Probab. Statist. 1 (1996) 63-87.
4. P. Massart, About the constants in Talagrand's inequality for empirical processes, Ann. Probab. 29 (2) (2000) 863-884.
5. E. Rio, Inégalités de concentration pour les processus empiriques de classes de parties, Probab. Theory Related Fields 119 (2000) 163-175.
6. E. Rio, Une inegalité de Bennett pour les maxima de processus empiriques, Colloque en l'honneur de J. Bretagnolle, D. Dacunha-Castelle et I. Ibragimov, 2001 (to appear).
7. M. Talagrand, New concentration inequalities in product spaces, Invent. Math. 126 (1996) 503-563.