Concentration Inequalities from Likelihood Ratio Method

Published 1 Sep 2014 in math.ST, math.PR, and stat.TH | (1409.6276v1)

Abstract: We explore the applications of our previously established likelihood-ratio method for deriving concentration inequalities for a wide variety of univariate and multivariate distributions. New concentration inequalities for various distributions are developed without the idea of minimizing moment generating functions.

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Authors (1)

Xinjia Chen

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