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arxiv: math/0405342 · v1 · submitted 2004-05-18 · 🧮 math.PR

Some extensions of an inequality of Vapnik and Chervonenkis

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The inequality of Vapnik and Chervonenkis controls the expectation of the function by its sample average uniformly over a VC-major class of functions taking into account the size of the expectation. Using Talagrand's kernel method we prove a similar result for the classes of functions for which Dudley's uniform entropy integral or bracketing entropy integral is finite.

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