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math.ST2025
A Scalable Formula for the Moments of a Family of Self-Normalized Statistics
Haolin Zou, Heyuan Yao, Victor de la Peña
Following the student t-statistic, normalization has been a widely used method in statistic and other disciplines including economics, ecology and machine learning. We focus on sta…
math.ST2023
Prediction and estimation of random variables with infinite mean or variance
Victor de la Pena, Henryk Gzyl, Silvia Mayoral +2
In this paper we propose an optimal predictor of a random variable that has either an infinite mean or an infinite variance. The method consists of transforming the random variable…