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Uniform concentration bounds for frequencies of rare events

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arxiv 2110.05826 v2 pith:CQZOLQQK submitted 2021-10-12 math.ST math.PRstat.TH

classification math.STmath.PRstat.TH
keywords concentrationborelboundschervonenkisclassescomparisonsconstantsderived
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New Vapnik and 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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    stat.OT 2025-05 conditional novelty 7.0 of 10

    A new adaptive rule selects the number k of extreme observations for the Hill estimator with finite-sample guarantees under only regular variation, and near-minimax rates under von Mises conditions.

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