Statistics & Probability Letters

Journal: Statistics & Probability Letters

Abbreviation

Stat. probab. lett.

Publisher

Elsevier

ISSN

0167-7152

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Publications 1 - 10 of 14

Hoeffding and Bernstein inequalities for U-statistics without replacement
Ai, Jianhang; Kuželka, Ondřej; Wang, Yuyi (2022)
Statistics & Probability Letters
Concentration inequalities quantify random fluctuations of functions of random variables, typically by bounding the probability that such a function differs from its expected value by more than a certain amount. In this paper, we extend Hoeffding's inequality and Bernstein's inequality for U-statistics to the setting of sampling without replacement from a finite population.
Geometric ergodicity for some space–time max-stable Markov chains
Koch, Erwan; Robert, Christian Y. (2019)
Statistics & Probability Letters
Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions
Di Noia, Antonio; Marcheselli, Marzia; Pisani, Caterina; et al. (2023)
Statistics & Probability Letters
A new approach based on censoring and moment criterion is introduced for parameter estimation of count distributions when the probability generating function is available even though a closed form of the probability mass function and/or finite moments do not exist.
A note on the Lasso for Gaussian graphical model selection
Meinshausen, Nicolai (2008)
Statistics & Probability Letters
Some new inequalities for beta distributions
Henzi, Alexander; Dümbgen, Lutz (2023)
Statistics & Probability Letters
This note provides some new tail inequalities and exponential inequalities of Hoeffding and Bernstein type for beta distributions.
A few remarks on the supremum of stable processes
Patie, P. (2009)
Statistics & Probability Letters
Statistics for big data: A perspective
Bühlmann, Peter; van de Geer, Sara (2018)
Statistics & Probability Letters
Probabilistic representation and approximation for coupled systems of variational inequalities
Elie, Romuald; Kharroubi, Idris (2010)
Statistics & Probability Letters
A note on stochastic integrals as L-2-curves
Tappe, Stefan (2010)
Statistics & Probability Letters
On the dynamic survival entropy
Abbasnejad, M.; Arghami, N.R.; Morgenthaler, S.; et al. (2010)
Statistics & Probability Letters

Publications 1 - 10 of 14

Journal: Statistics & Probability Letters

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