2 papers
math.ST2024
Improved Catoni-Type Confidence Sequences for Estimating the Mean When the Variance Is Infinite
Chengfu Wei, Jordan Stoyanov, Yiming Chen +1
We consider a discrete time stochastic model with infinite variance and study the mean estimation problem as in Wang and Ramdas (2023). We refine the Catoni-type confidence sequenc…
math.PR2019
New Checkable Conditions for Moment Determinacy of Probability Distributions
Jordan M. Stoyanov, Gwo Dong Lin, Peter Kopanov
We have analyzed some conditions which are essentially involved in deciding whether or not a probability distribution is unique (moment-determinate) or non-unique (moment-indetermi…