Woonyoung Chang

collaborators

5 papers

math.ST2026

Worst-Case Maximal Inequalities for Heavy-tailed Random Vectors

Woonyoung Chang

This paper establishes finite-sample worst-case maximal inequalities for averages of independent centered heavy-tailed random vectors. The object of interest is the expected top-$k…

math.PR2026

Notes on constants for maxima of Rademacher averages

Woonyoung Chang

Let $I^µ_{ij}, i, j \geq 1$ be independent Rademacher variables. We prove \begin{equation*} \mathbb{E} \max_{1\leq j\leq p}\left|\frac{1}{n}\sum_{i=1}^nÎµ_{ij}\right| \geq \min\left\{…

math.ST2026

Sharp Debiasing for Smooth Functional Estimation in Banach Spaces

Woonyoung Chang, Arun Kumar Kuchibhotla

This paper studies the estimation of smooth functionals $f (I^¸)$ of a mean parameter $I^¸ = E_{P} [W]$ for a distribution $P$ on a general Banach space. We propose a cross-fitte…

math.ST2025

Assumption-Lean Honest Inference for $Z$ -functionals

Woonyoung Chang, Arun Kumar Kuchibhotla

We develop a general assumption-lean framework for constructing uniformly valid confidence sets for functionals defined by moment equalities, referred to as $Z$ -functionals. Our ap…

math.PR2025

The Berry-Esseen Bound for High-dimensional Self-normalized Sums

Woonyoung Chang, Kenta Takatsu, Konrad Urban +1

This manuscript studies the Gaussian approximation of the coordinate-wise maximum of self-normalized statistics in high-dimensional settings. We derive an explicit Berry-Esseen bou…

Worst-Case Maximal Inequalities for Heavy-tailed Random Vectors

Notes on constants for maxima of Rademacher averages

Sharp Debiasing for Smooth Functional Estimation in Banach Spaces

Assumption-Lean Honest Inference for Z-functionals

The Berry-Esseen Bound for High-dimensional Self-normalized Sums

Assumption-Lean Honest Inference for $Z$ -functionals