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The Bennett-Orlicz Norm

Jon A Wellner1

  • 1University of Washington, Seattle, USA.

Sankhya. Series A. (2008)
|August 21, 2018
PubMed
Summary

Researchers introduced a new Bennett-Orlicz norm, offering potentially tighter inequalities for expectations of maxima than the existing Bernstein-Orlicz norm. This work explores connections between these norms and various exponential inequalities.

Keywords:
Bennett’s inequalityExponential boundMaximal inequalityOrlicz normPoissonPrimary: 60E15, 60F10Prokhorov’s inequalitySecondary: 60G50, 33E20

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