Concentration inequalities, counting processes and adaptive statisticsReport as inadecuate




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1 JAD - Laboratoire Jean Alexandre Dieudonné

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.





Author: Patricia Reynaud-Bouret -

Source: https://hal.archives-ouvertes.fr/



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