On multiplier processes under weak moment assumptions
Statistics Theory
2016-01-26 v1 Statistics Theory
Abstract
We show that if satisfies a certain symmetry condition (closely related to unconditionaity) and if is an isotropic random vector for which for every and , then the corresponding empirical and multiplier processes indexed by behave as if were -subgaussian.
Cite
@article{arxiv.1601.06523,
title = {On multiplier processes under weak moment assumptions},
author = {Shahar Mendelson},
journal= {arXiv preprint arXiv:1601.06523},
year = {2016}
}