Woonyoung Chang

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20232026

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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.ST2026

Sharp Debiasing for Smooth Functional Estimation in Banach Spaces

Woonyoung Chang, Arun Kumar Kuchibhotla

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

math.ST2024

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.ST2023

Inference for Projection Parameters in Linear Regression: beyond $d = o (n^{1/2})$

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…

Worst-Case Maximal Inequalities for Heavy-tailed Random Vectors

Sharp Debiasing for Smooth Functional Estimation in Banach Spaces

Assumption-Lean Honest Inference for Z-functionals

Inference for Projection Parameters in Linear Regression: beyond d=o(n1/2)

Assumption-Lean Honest Inference for $Z$ -functionals

Inference for Projection Parameters in Linear Regression: beyond $d = o (n^{1/2})$