Bernstein inequality and moderate deviations under strong mixing conditions
Langue
en
Communication dans un congrès
Ce document a été publié dans
High dimensional probability V : the 5th International Conference (HDP V), 2008-05-26, Luminy. 2009p. 273-292
Institute of Mathematical Statistics, Beachwood, OH
Résumé en anglais
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 ...Lire la suite >
Mots clés en anglais
Deviation inequality
moderate deviations principle
weakly dependent sequences
strong mixing
density estimation