Empirical Processes with a Bounded Ψ 1  Diameter

Mendelson, Shahar

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Empirical Processes with a Bounded Ψ 1 Diameter

Date

2010

Authors

Mendelson, Shahar

Publisher

Birkhauser Verlag

Abstract

We study the empirical process, where F is a class of mean-zero functions on a probability space (Ω, μ), and are selected independently according to μ. We present a sharp bound on this supremum that depends on the Ψ1 diameter of the class F (rather th