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A bound on the expected maximal deviation of averages from their means

✍ Scribed by Michael Hamers; Michael Kohler

Publisher: Elsevier Science
Year: 2003
Tongue: English
Weight: 136 KB
Volume: 62
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(03)00002-6

No coin nor oath required. For personal study only.

✦ Synopsis

A bound on the expected maximal deviation of averages from their means over a ÿnite space of functions is derived. The usefulness of this new bound is demonstrated by an application in nonparametric regression.

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