2 papers
math.PR2024
The discrepancy in min-max statistics between two random matrices with finite third moments
Zijun Chen, Yiming Chen, Chengfu Wei
We propose a novel coupling inequality of the min-max type for two random matrices with finite absolute third moments, which generalizes the quantitative versions of the well-known…
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…