Concentration inequalities and asymptotic results for ratio type empirical processes

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Abstract

Let F be a class of measurable functions on a measurable space (S,&) with values in [0, 1] and let P n=n -1∑ i=1nδX i be the empirical measure based on an i.i.d. sample (X 1,...,X n) from a probability distribution P on (S, &). We study the behavior of suprema of the following type: sup rn

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Giné, E., & Koltchinskii, V. (2006). Concentration inequalities and asymptotic results for ratio type empirical processes. Annals of Probability, 34(3), 1143–1216. https://doi.org/10.1214/009117906000000070

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