collaborators

1 paper

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…