EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Hoeffding’s inequality"
Narrow search

Narrow search

Year of publication
Subject
All
Hoeffding’s inequality 4 Estimation theory 2 Schätztheorie 2 Bennett’s inequality 1 Bermudan option 1 Canonical U- and V-statistics 1 Concentration inequalities 1 Confidence band estimation 1 Demand for a risky asset 1 Dynamic programming 1 Dynamische Optimierung 1 Erwartungsbildung 1 Erwartungsnutzen 1 Estimation 1 Expectation dependence 1 Expectation formation 1 Expected utility 1 First-order risk aversion 1 Freedman’s inequality 1 Geometric ergodicity 1 Höffding’s inequality 1 Markov chains 1 Martingales 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Option pricing theory 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikoaversion 1 Risk 1 Risk aversion 1 Schätzung 1 Spectral gap 1 Supermartingales 1 dynamic programming 1 nearest neighbor estimation 1
more ... less ...
Online availability
All
Undetermined 4
Type of publication
All
Article 5
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2
Language
All
Undetermined 3 English 2
Author
All
Agarwal, Ankush 1 Borisov, I.S. 1 Fan, Xiequan 1 Grama, Ion 1 Guo, Xu 1 Juneja, Sandeep 1 Li, Jingyuan 1 Liu, Quansheng 1 Miasojedow, Błażej 1 Volodko, N.V. 1
more ... less ...
Published in...
All
Statistics & Probability Letters 2 Insurance / Mathematics & economics 1 International game theory review 1 Stochastic Processes and their Applications 1
Source
All
RePEc 3 ECONIS (ZBW) 2
Showing 1 - 5 of 5
Cover Image
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:
Cover Image
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:
Cover Image
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:
Cover Image
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:
Cover Image
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
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...