Une inégalité de Bennett pour les maxima de processus empiriquesA Bennet type inequality for maxima of empirical processes |
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| Authors: | Emmanuel Rio |
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| Institution: | UMR 8100 CNRS, Université de Versailles Saint-Quentin en Yvelines, 45 avenue des Etats Unis, 78035, Versailles, France |
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| Abstract: | We give new constants in Talagrand's concentration inequality for maxima of empirical processes. Our approach is based on the Herbst method. The improvement we get concerns the constant in the variance factor, which is the one conjectured by Massart. |
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| Keywords: | Mathematical subject codes: 60E15 60F10 |
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