Uniform concentration bounds for frequencies of rare events
(2022) Statistics & Probability Letters — Vol. 189, p. 109610 (2022)
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- Abstract
- New Vapnik–Chervonenkis type concentration inequalities are derived for the empirical distribution of an independent random sample. Focus is on the maximal deviation over classes of Borel sets within a low probability region. The constants are explicit, enabling numerical comparisons.
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Citations
Lhaut, S., Sabourin, A., & Segers, J. (2022). Uniform concentration bounds for frequencies of rare events. Statistics & Probability Letters, 189, 109610. https://doi.org/10.1016/j.spl.2022.109610 (Original work published 2022)