Moderate and large deviations for U-processes
Sufficient conditions for the moderate and large deviation principle for U-processes are given. For the large deviation result the conditions are in terms of "blockwise" empirical process conditions. On the moderate scaling the case of U-processes indexed by a uniformly bounded VC subgraph class of functions is considered. The proofs are based on an isoperimetric inequality for empirical processes due to Talagrand, a truncation method based on an isoperimetric inequality by Ledoux, the existence of almost regular partitions of complete hypergraphs due to Baranyai and a Bernstein-type inequality for U-processes due to Arcones and Giné.
Year of publication: |
1998
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Authors: | Eichelsbacher, Peter |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 74.1998, 2, p. 273-296
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Publisher: |
Elsevier |
Keywords: | Large deviations Moderate deviations U-statistics U-processes Isoperimetric inequality VC classes Bernstein's inequality |
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