Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129837 | Statistics & Probability Letters | 2017 | 4 Pages |
Abstract
A concentration inequality for a specific type of the Itô integrals indexed by matrices is obtained. This type of stochastic processes appears in the framework of nonparametric multivariate function estimation.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Nora Serdyukova,