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Jul 26, 2018 at 18:48 comment added Mark Meckes Theorem 2.1 of this paper yields a bound, though I'm not sure if it's optimal for the $\ell_1$ norm: doi.org/10.1016/0047-259X(76)90001-4
Jul 26, 2018 at 18:41 comment added Mark Meckes @YemonChoi: On closer inspection, it doesn't.
Jul 26, 2018 at 16:16 comment added Yemon Choi @MarkMeckes Which parts of the linked article give the bounds the OP is looking for?
Jul 25, 2018 at 21:24 review Close votes
Jul 26, 2018 at 18:40
Jul 25, 2018 at 21:06 comment added Mark Meckes Possible duplicate of Hoeffding's inequality for vector valued random variables
Jul 25, 2018 at 9:27 history asked mfrt CC BY-SA 4.0