| Issue |
ESAIM: PS
Volume 3, 1999
|
|
|---|---|---|
| Page(s) | 151 - 162 | |
| DOI | https://doi.org/10.1051/ps:1999107 | |
| Published online | 15 August 2002 | |
A new large deviation inequality for U-statistics of order 2
URAD 0743,
Université d'Orsay, bâtiment 425,
91405 Orsay Cedex, France; Jean.Bretagnolle@math.u-psud.fr.
Received:
2
July
1998
Revised:
14
September
1999
We prove a new large deviation inequality with applications when projecting a density on a wavelet basis.
Résumé
Nous prouvons une inégalité de grandes déviations applicable à la projection d'une densité sur une base d'ondelettes.
Mathematics Subject Classification: 60F10 / 62-xx
Key words: Large deviations / U-statistics.
© EDP Sciences, SMAI, 1999
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