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math.PR2011
The Bernstein-Orlicz norm and deviation inequalities
Sara van de Geer, Johannes Lederer
We introduce two new concepts designed for the study of empirical processes. First, we introduce a new Orlicz norm which we call the Bernstein-Orlicz norm. This new norm interpolat…
math.PR2011★ 25 cited
New concentration inequalities for suprema of empirical processes
Johannes Lederer, Sara van de Geer
While effective concentration inequalities for suprema of empirical processes exist under boundedness or strict tail assumptions, no comparable results have been available under co…