  We present Hoeffding-type and Bernstein-type inequalities for right-censored
data. The inequalities bound the difference between an inverse of the
probability of censoring weighting (IPCW) estimator and its expectation. We
first discuss the asymptotic properties of the estimator and provide conditions
for its efficiency. We present standard, data dependent, and uniform
Hoeffding-type inequalities. We then present a Bernstein-type inequality.
Finally, we show how to apply these inequalities in an empirical risk
minimization setting.
