Lecture 8

Suprema of empirical processes

  • Variance bounds for suprema of centered and bounded empirical processes
  • Talagrand’s inequality
  • Klein-Rio inequalities
  • Application to Pearson’s chi-square statistics
  • Application to standardized Kolmogorov-Smirnov statistics
  • Variance bounds for suprema of centered and bounded empirical processes
  • Tails bounds by generic chaining

 

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