Bernstein inequality and moderate deviations under strong mixing conditions
RIO, Emmanuel
Laboratoire de Mathématiques de Versailles [LMV]
Quality control and dynamic reliability [CQFD]
Laboratoire de Mathématiques de Versailles [LMV]
Quality control and dynamic reliability [CQFD]
RIO, Emmanuel
Laboratoire de Mathématiques de Versailles [LMV]
Quality control and dynamic reliability [CQFD]
< Reduce
Laboratoire de Mathématiques de Versailles [LMV]
Quality control and dynamic reliability [CQFD]
Language
en
Communication dans un congrès
This item was published in
High dimensional probability V : the 5th International Conference (HDP V), 2008-05-26, Luminy. 2009p. 273-292
Institute of Mathematical Statistics, Beachwood, OH
English Abstract
In this paper we obtain a Bernstein type inequality for geometrically strongly mixing sequences of bounded random variables. This inequality leads to a moderate deviations prinicple that complements the large deviation ...Read more >
In this paper we obtain a Bernstein type inequality for geometrically strongly mixing sequences of bounded random variables. This inequality leads to a moderate deviations prinicple that complements the large deviation result obtained by Bryc and Dembo (1998) under superexponential mixing rates.Read less <
English Keywords
Deviation inequality
moderate deviations principle
weakly dependent sequences
strong mixing
density estimation
Origin
Hal imported