Upper bounds on product and multiplier empirical processes

Shahar Mendelson

Stochastic Processes and their Applications, 2016, vol. 126, issue 12, 3652-3680

Abstract: We study two empirical processes of special structure: firstly, the centred multiplier process indexed by a class F, f→|∑i=1N(ξif(Xi)−Eξf)|, where the i.i.d. multipliers (ξi)i=1N need not be independent of (Xi)i=1N, and secondly, (f,h)→|∑i=1N(f(Xi)h(Xi)−Efh)|, the centred product process indexed by the classes F and H.

Keywords: Empirical processes; Generic chaining (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spa.2016.04.019

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