Bernstein inequality and moderate deviations under strong mixing conditions
| hal.structure.identifier | Laboratoire d'Analyse et de Mathématiques Appliquées [LAMA] | |
| dc.contributor.author | MERLEVÈDE, Florence | |
| hal.structure.identifier | Department of Mathematical Sciences [Cincinnati] | |
| dc.contributor.author | PELIGRAD, Magda | |
| hal.structure.identifier | Laboratoire de Mathématiques de Versailles [LMV] | |
| hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
| dc.contributor.author | RIO, Emmanuel | |
| dc.contributor.editor | Edited by Christian Houdré | |
| dc.contributor.editor | Vladimir Koltchinskii | |
| dc.contributor.editor | David M. Mason and Magda Peligrad. | |
| dc.date.accessioned | 2024-04-04T02:41:54Z | |
| dc.date.available | 2024-04-04T02:41:54Z | |
| dc.date.issued | 2009 | |
| dc.date.conference | 2008-05-26 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/191191 | |
| dc.description.abstractEn | 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. | |
| dc.language.iso | en | |
| dc.publisher | Institute of Mathematical Statistics, Beachwood, OH | |
| dc.subject.en | Deviation inequality | |
| dc.subject.en | moderate deviations principle | |
| dc.subject.en | weakly dependent sequences | |
| dc.subject.en | strong mixing | |
| dc.subject.en | density estimation | |
| dc.title.en | Bernstein inequality and moderate deviations under strong mixing conditions | |
| dc.type | Communication dans un congrès | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| bordeaux.page | 273-292 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| bordeaux.conference.title | High dimensional probability V : the 5th International Conference (HDP V) | |
| bordeaux.country | FR | |
| bordeaux.conference.city | Luminy | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | inria-00360856 | |
| hal.version | 1 | |
| hal.invited | non | |
| hal.proceedings | oui | |
| hal.conference.end | 2008-05-30 | |
| hal.popular | non | |
| hal.audience | Non spécifiée | |
| hal.origin.link | https://hal.archives-ouvertes.fr//inria-00360856v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.date=2009&rft.spage=273-292&rft.epage=273-292&rft.au=MERLEV%C3%88DE,%20Florence&PELIGRAD,%20Magda&RIO,%20Emmanuel&rft.genre=unknown |
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