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Comparison and anti-concentration bounds for maxima of Gaussian random vectors
Chernozhukov, Victor
;
Chetverikov, Denis
;
Kato, Kengo
-
2016
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This version: May 1, 2014
-concentration inequality for the maximum of a Gaussian random vector, which derives a useful upper bound on the Lévy
concentration
function
for …
Persistent link: https://www.econbiz.de/10011525793
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