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arXiv:1011.6165 [math.ST]AbstractReferencesReviewsResources

Concentration of empirical distribution functions with applications to non-i.i.d. models

S. G. Bobkov, F. Götze

Published 2010-11-29Version 1

The concentration of empirical measures is studied for dependent data, whose joint distribution satisfies Poincar\'{e}-type or logarithmic Sobolev inequalities. The general concentration results are then applied to spectral empirical distribution functions associated with high-dimensional random matrices.

Comments: Published in at http://dx.doi.org/10.3150/10-BEJ254 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)
Journal: Bernoulli 2010, Vol. 16, No. 4, 1385-1414
Categories: math.ST, stat.TH
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