| Issue |
ESAIM: Proc.
Volume 44, January 2014
Journées MAS 2012
|
|
|---|---|---|
| Page(s) | 79 - 98 | |
| DOI | https://doi.org/10.1051/proc/201444004 | |
| Published online | 14 January 2014 | |
Concentration inequalities, counting processes and adaptive statistics*
Univ. Nice Sophia Antipolis, CNRS, LJAD, UMR 7351, 06100
Nice, France.
Adaptive statistics for counting processes need particular concentration inequalities to define and calibrate the methods as well as to precise the theoretical performance of the statistical inference. The present article is a small (non exhaustive) review of existing concentration inequalities that are useful in this context.
Résumé
Les statistiques adaptatives pour les processus de comptage nécessitent des inégalités de concentration particulières pour définir et calibrer les méthodes ainsi que pour comprendre les performances de l’inférence statistique. Cet article est une revue non exhaustive des inégalités de concentration qui sont utiles dans ce contexte.
Mathematics Subject Classification: 62G05 / 62G10 / 62M07 / 62M09 / 60G55 / 60E15
Key words: Point process / counting process / adaptive estimation / adaptive testing / Talagrand type inequalities / Bernstein type inequalities
© EDP Sciences, SMAI 2013
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