6 papers
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…
Notes on constants for maxima of Rademacher averages
Woonyoung Chang
Let be independent Rademacher variables. We prove \begin{equation*} \mathbb{E} \max_{1\leq j\leq p}\left|\frac{1}{n}\sum_{i=1}^nε_{ij}\right| \geq \min\left\{\f…
Sharp Debiasing for Smooth Functional Estimation in Banach Spaces
Woonyoung Chang, Arun Kumar Kuchibhotla
This paper studies the estimation of smooth functionals of a mean parameter for a distribution on a general Banach space. We propose a cross-fitted…
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…
Assumption-Lean Honest Inference for -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 -functionals. Our ap…
Inference for Projection Parameters in Linear Regression: beyond
Woonyoung Chang, Arun Kumar Kuchibhotla, Alessandro Rinaldo
We consider the problem of inference for projection parameters in linear regression with increasing dimensions. This problem has been studied under a variety of assumptions in the…