A concentration inequality for a Gaussian process indexed by matrices

Nora Serdyukova

Statistics & Probability Letters, 2017, vol. 123, issue C, 23-26

Abstract: A concentration inequality for a specific type of the Itô integrals indexed by matrices is obtained. This type of stochastic processes appears in the framework of nonparametric multivariate function estimation.

Keywords: Concentration inequality; Itô integral; Nonparametric function estimation (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1016/j.spl.2016.11.024

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