Abstract
Most of the methodology discussed in this book builds on elements of empirical process theory, certain concentration-of-measure inequalities, and simple combinatorial calculations. The aim of this and the following two chapters is to equip the reader with these simple tools. We keep the material at an elementary level, with additional information added in the exercises.
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§2.7. References
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Devroye, L., Lugosi, G. (2001). Concentration Inequalities. In: Combinatorial Methods in Density Estimation. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-0125-7_2
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