Suprema of canonical Weibull processes

Abstract

In this note we investigate the problem of bounding the suprema of canonical processes based on r.v.s with tails $\exp (-t^r)$, where $0<r\le 1$. We propose a method using non-increasing rearrangement that provides a two-sided bound.

13 pages

References in corpus (1)

• A note on suprema of canonical processes based on random variables with regular moments

Cited by in corpus (3)

• Moving Beyond Sub-Gaussianity in High-Dimensional Statistics: Applications in Covariance Estimation and Linear Regression
• Bootstrapping Upper Confidence Bound
• Bounding suprema of canonical processes via convex hull