Detailed proof of Nazarov's inequality

2017/11/29 by Chernozhukov, Victor, Chetverikov, Denis, Kato, Kengo · 1 citation
#FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.1711.10696

Abstract

The purpose of this note is to provide a detailed proof of Nazarov's inequality stated in Lemma A.1 in Chernozhukov, Chetverikov, and Kato (2017, Annals of Probability).

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