Concentration of empirical distribution functions with applications to non-i.i.d. models
Statistics Theory
2010-11-30 v1 Statistics Theory
Abstract
The concentration of empirical measures is studied for dependent data, whose joint distribution satisfies Poincar\'{e}-type or logarithmic Sobolev inequalities. The general concentration results are then applied to spectral empirical distribution functions associated with high-dimensional random matrices.
Keywords
Cite
@article{arxiv.1011.6165,
title = {Concentration of empirical distribution functions with applications to non-i.i.d. models},
author = {S. G. Bobkov and F. Götze},
journal= {arXiv preprint arXiv:1011.6165},
year = {2010}
}
Comments
Published in at http://dx.doi.org/10.3150/10-BEJ254 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)