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A More General Maximal Bernstein-type Inequality

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High Dimensional Probability VI

Part of the book series: Progress in Probability ((PRPR,volume 66))

Abstract

We extend a general Bernstein-type maximal inequality of Kevei and Mason (2011) for sums of random variables.

Mathematics Subject Classification (2010). MSC 60E15; MSC 60F05; MSC 60G10.

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References

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Author information

Authors and Affiliations

  1. MTA-SZTE Analysis and Stochastics Research Group Bolyai Institute, Aradi vértanúk tere 1, H-6720, Szeged, Hungary

    Péter Kevei

  2. CIMAT Callejón Jalisco S/N Mineral de Valenciana, Guanajuato, 36240, Mexico

    Péter Kevei

  3. Department of Applied Economics & Statistics, University of Delaware, 213 Townsend Hall, Newark, DE, 19716, USA

    David M. Mason

Authors
  1. Péter Kevei
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  2. David M. Mason
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Corresponding author

Correspondence to Péter Kevei .

Editor information

Editors and Affiliations

  1. Georgia Institute of Technology, Atlanta, 30332, USA

    Christian Houdré

  2. University of Delaware, Newark, 19716, USA

    David M. Mason

  3. University of Tennessee, Knoxville, 37934, USA

    Jan Rosiński

  4. University of Washington, Seattle, 98195, USA

    Jon A. Wellner

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Kevei, P., Mason, D.M. (2013). A More General Maximal Bernstein-type Inequality. In: Houdré, C., Mason, D., Rosiński, J., Wellner, J. (eds) High Dimensional Probability VI. Progress in Probability, vol 66. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-0490-5_3

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