文章基本信息

标题：Exponential bounds for multivariate self-normalized sums
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作者：Bertail, Patrice ; Gautherat, Emmanuelle ; Harari-Kermadec, Hugo 等
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2008
卷号：13
期号：0
页码：628-640
DOI：10.1214/ECP.v13-1430
出版社：Electronic Communications in Probability
摘要：In a non-parametric framework, we establish some non-asymptotic bounds for self-normalized sums and quadratic forms in the multivariate case for symmetric and general random variables. This bounds are entirely explicit and essentially depends in the general case on the kurtosis of the Euclidean norm of the standardized random variables.
关键词：Exponential inequalities; Self-normalization; multivariate; Hoeffding inequality.;Primary 62G15 ; secondary 62E17, 62H15.