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Search: subject:"Höffding’s inequality"
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Hoeffding’s inequality
4
Estimation theory
2
Schätztheorie
2
Bennett’s inequality
1
Bermudan option
1
Canonical U- and V-statistics
1
Concentration inequalities
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Demand for a risky asset
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1
Expectation dependence
1
Expectation formation
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Expected utility
1
First-order risk aversion
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Freedman’s inequality
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Geometric ergodicity
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Höffding’s inequality
1
Markov chains
1
Martingales
1
Nichtparametrisches Verfahren
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Nonparametric statistics
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Option pricing theory
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Optionspreistheorie
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Portfolio selection
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Portfolio-Management
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Risiko
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Risk aversion
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Spectral gap
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dynamic programming
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nearest neighbor estimation
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Agarwal, Ankush
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Juneja, Sandeep
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Li, Jingyuan
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Statistics & Probability Letters
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ECONIS (ZBW)
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Confidence band for expectation dependence with applications
Guo, Xu
;
Li, Jingyuan
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 141-149
Persistent link: https://www.econbiz.de/10011492634
Saved in:
2
A note on exponential inequalities for the distribution tails of canonical von Mises’ statistics of dependent observations
Borisov, I.S.
;
Volodko, N.V.
- In:
Statistics & Probability Letters
96
(
2015
)
C
,
pp. 287-291
Höffding-type exponential inequalities are obtained for the distribution tails of canonical von Mises’ statistics of arbitrary order based on samples from a stationary sequence of random variables satisfying the φ-mixing condition.
Persistent link: https://www.econbiz.de/10011115942
Saved in:
3
Nearest neighbor based estimation technique for pricing Bermudan options
Agarwal, Ankush
;
Juneja, Sandeep
- In:
International game theory review
17
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010526731
Saved in:
4
Hoeffding’s inequalities for geometrically ergodic Markov chains on general state space
Miasojedow, Błażej
- In:
Statistics & Probability Letters
87
(
2014
)
C
,
pp. 115-120
Let (Xn)n≥1 be a Markov chain on a general state space with stationary distribution π and a spectral gap in the space Lπ2. In this paper, we prove that the probabilities of large deviations of sums Sn=∑k=1nf(Xk) satisfy an inequality of Hoeffding type. We generalize results of León and...
Persistent link: https://www.econbiz.de/10011040066
Saved in:
5
Hoeffding’s
inequality
for supermartingales
Fan, Xiequan
;
Grama, Ion
;
Liu, Quansheng
- In:
Stochastic Processes and their Applications
122
(
2012
)
10
,
pp. 3545-3559
We give an extension of
Hoeffding’s
inequality
to the case of supermartingales with differences bounded from above. Our …
Persistent link: https://www.econbiz.de/10010603467
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