Uniform concentration bounds for frequencies of rare events

Stéphane Lhaut, Anne Sabourin and Johan Segers
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Stéphane Lhaut: Université catholique de Louvain, LIDAM/ISBA, Belgium
Anne Sabourin: Institut polytechnique de Paris
Johan Segers: Université catholique de Louvain, LIDAM/ISBA, Belgium

No 2021034, LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Abstract: New Vapnik–Chervonkis type concentration inequalities are derived for the empirical distribution of an independent random sample. Focus is on the maximal deviation over classes of Borel sets within a low probability region. The constants are explicit, enabling numerical comparisons.

Keywords: VCtheory; Concentration inequalities; Rare events (search for similar items in EconPapers)
Pages: 11
Date: 2021-10-12
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Persistent link: https://EconPapers.repec.org/RePEc:aiz:louvad:2021034

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