A note on a maximal Bernstein inequality
Statistics Theory
2011-07-19 v1 Statistics Theory
Abstract
We show somewhat unexpectedly that whenever a general Bernstein-type maximal inequality holds for partial sums of a sequence of random variables, a maximal form of the inequality is also valid.
Cite
@article{arxiv.1107.3365,
title = {A note on a maximal Bernstein inequality},
author = {Péter Kevei and David M. Mason},
journal= {arXiv preprint arXiv:1107.3365},
year = {2011}
}
Comments
Published in at http://dx.doi.org/10.3150/10-BEJ304 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)