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math.ST2026
A Selection Premium Decomposition for the Expected Maximum of Random Walks
Victor H. de la Pena, Fangyuan Lin, Victor K. de la Pena
When models are evaluated on the same validation set of size , the selected winner's apparent performance is biased upward. Suppose models are evaluated on a shared sequ…
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…