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Concentration inequalities, counting processes and adaptive statistics

Abstract

Adaptive statistics for counting processes need particular concentration in- equalities to define and calibrate the methods as well as to precise the theoretical perfor- mance of the statistical inference. The present article is a small (non exhaustive) review of existing concentration inequalities that are useful in this context.
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Dates and versions

hal-00866826 , version 1 (27-09-2013)

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  • HAL Id : hal-00866826 , version 1

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Patricia Reynaud-Bouret. Concentration inequalities, counting processes and adaptive statistics. Journées MAS 2012, Aug 2012, Clermont-Ferrand, France. ⟨hal-00866826⟩
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